# EDGAR Filing Document

**Accession Number:** 0001722837
**File Stem:** 0001145549-23-009267
**Filing Date:** 2023-2
**Character Count:** 50456
**Document Hash:** 8cb5d605a5a17d9099ae247a2956be07
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009267.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009267

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlueBay Destra International Event-Driven Credit Fund
- **CENTRAL INDEX KEY:** 0001722837
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23309
- **FILM NUMBER:** 23663556

**BUSINESS ADDRESS:**
- **STREET 1:** 443 N. WILLSON AVE.
- **CITY:** BOZEMAN
- **STATE:** MT
- **ZIP:** 59715
- **BUSINESS PHONE:** 877-855-3434

**MAIL ADDRESS:**
- **STREET 1:** 443 N. WILLSON AVE.
- **CITY:** BOZEMAN
- **STATE:** MT
- **ZIP:** 59715

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Destra International & Event-Driven Credit Fund
- **DATE OF NAME CHANGE:** 20171115

## Nport-Ex

---

| |
|:---|
| **Bluebay Destra International Event-Driven Credit Fund** |
| **Schedule of Investments** |
| **As of December 31, 2022 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or<br> Principal<br> Amounts** | **Description** | **Value** | **Value** |
|  | **BANK LOANS – 6.5%** |  |  |
|  | **GERMANY – 1.2%** |  |  |
| 1368010 | IFA Holding GmbH TL2, 5.605%, 03/31/2025<sup>(1)(2)</sup> | $| 481796 |
| 1237723 | IFA Holding GmbH TL3, 5.605%, 03/31/2025<sup>(1)(2)</sup> |  | 435911 |
|  |  |  | **917707** |
|  | **SAUDI ARABIA – 1.2%** |  |  |
|  | Ahmad Hamad Al Gosaibi & Brothers TL: |  |  |
| 3047652 | &nbsp;&nbsp;&nbsp;0.000%, 01/01/2050<sup>(1)(3)</sup> |  | 167621 |
| 3240000 | &nbsp;&nbsp;&nbsp;0.000%, 01/01/2050<sup>(1)(2)(3)</sup> |  | 190181 |
| 8400000 | &nbsp;&nbsp;&nbsp;0.000%, 01/01/2050<sup>(1)(2)(3)</sup> |  | 493063 |
|  |  |  | **850865** |
|  | **SINGAPORE – 1.7%** |  |  |
| 482188 | Teide Pte, Ltd. 1L PIK, 10.000%, 08/01/2026<sup>(2)</sup> |  | 513749 |
| 1040066 | Teide Pte, Ltd. 2L PIK, 8.000%, 12/31/2026<sup>(2)</sup> |  | 779772 |
|  |  |  | **1293521** |
|  | **SPAIN – 2.4%** |  |  |
|  | Celsa Group: |  |  |
| 401545 | &nbsp;&nbsp;&nbsp;4.474%, 12/31/2024 |  | 372833 |
| 3027796 | &nbsp;&nbsp;&nbsp;5.680%, 06/30/2025 |  | 510811 |
| 1104774 | &nbsp;&nbsp;&nbsp;5.280%, 06/30/2025 |  | 872500 |
|  |  |  | **1756144** |
|  | **TOTAL BANK LOANS** |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $6,156,779) |  | **4818237** |
|  | **COMMON STOCK – 4.6%** |  |  |
|  | **MARSHALL ISLANDS – 4.6%** |  |  |
| 64263 | Scorpio Tankers, Inc. |  | 3455422 |
|  | **TOTAL COMMON STOCK** |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $2,579,139) |  | **3455422** |
|  | **CORPORATE DEBT SECURITIES – 9.1%** | **CORPORATE DEBT SECURITIES – 9.1%** | **CORPORATE DEBT SECURITIES – 9.1%** |
|  | **CANADA – 1.5%** |  |  |
| 1150000 | First Quantum Minerals, Ltd., 6.500%, 03/01/2024<sup>(4)</sup> |  | 1126713 |
|  | **CAYMAN ISLANDS – 2.8%** |  |  |
| 2384000 | Shelf Drilling Holdings, Ltd., 8.250%, 02/15/2025<sup>(4)</sup> |  | 2072709 |
|  | **FRANCE – 2.3%** |  |  |
| 1884000 | Iliad Holding SASU, 7.000%, 10/15/2028<sup>(4)</sup> |  | 1705246 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or<br> Principal<br> Amounts** | **Description** | **Value** | **Value** |
|  | **CORPORATE DEBT SECURITIES (continued)** |  |  |
|  | **UNITED STATES – 2.5%** |  |  |
| 1826000 | Coty, Inc., 5.000%, 04/15/2026<sup>(4)</sup> | $| 1734083 |
| 138000 | Voyager Aviation Holdings LLC, 8.500%, 05/09/2026<sup>(1)(4)</sup> |  | 106950 |
|  |  |  | **1841033** |
|  | **TOTAL CORPORATE DEBT SECURITIES** |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $6,841,886) |  | **6745701** |
|  | **INTERNATIONAL DEBT SECURITIES – 34.0%** | **INTERNATIONAL DEBT SECURITIES – 34.0%** | **INTERNATIONAL DEBT SECURITIES – 34.0%** |
|  | **BERMUDA – 4.3%** |  |  |
|  | Floatel International, Ltd.: |  |  |
| 2066552 | &nbsp;&nbsp;&nbsp;10.000%, 09/24/2026 |  | 1549914 |
| 1924072 | &nbsp;&nbsp;&nbsp;6.000%, 09/24/2026 |  | 1443054 |
| 245700 | &nbsp;&nbsp;&nbsp;0.000%, 09/24/2026 |  | 184275 |
|  |  |  | **3177243** |
|  | **ITALY – 4.3%** |  |  |
| 3508000 | Moby SpA, 7.750%, 02/15/2023<sup>(5)(6)</sup> |  | 2246318 |
| 1370000 | Pro-Gest SpA, 3.250%, 12/15/2024 |  | 944434 |
|  |  |  | **3190752** |
|  | **JERSEY – 1.9%** |  |  |
| 2507000 | Petrofac, Ltd., 9.750%, 11/15/2026 |  | 1420015 |
|  | **LUXEMBOURG – 4.4%** |  |  |
| 1550000 | Avation Capital SA, 8.250%, 10/31/2026<sup>(4)</sup> |  | 1227251 |
| 64000 | Metalcorp Group SA, 8.500%, 06/28/2026 |  | 27919 |
| 557384 | Paper Industries Intermediate Financing Sarl, 8.984% (3-Month EUR Libor + 700 basis points), 03/01/2025<sup>(4)(7)</sup> |  | 538039 |
| 1730000 | Takko Luxembourg 2 SCA, 5.375%, 11/15/2023 |  | 1502718 |
|  |  |  | **3295927** |
|  | **MONACO – 0.2%** |  |  |
| 150000 | R-Logitech S.A.M., 8.500%, 03/29/2023 |  | 132871 |
|  | **NETHERLANDS – 3.2%** |  |  |
| 259280 | EA Partners II BV, 6.750%, 06/01/2099<sup>(5)(6)</sup> |  | 3241 |
| 1752000 | IPD 3 BV, 5.500%, 12/01/2025 |  | 1779486 |
| 1077000 | Metinvest BV, 8.500%, 04/23/2026 |  | 581580 |
|  |  |  | **2364307** |

---

---

| |
|:---|
| **Bluebay Destra International Event-Driven Credit Fund** |
| **Schedule of Investments (continued)** |
| **As of December 31, 2022 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or<br> Principal<br> Amounts** | **Description** | **Value** | **Value** |
|  | **INTERNATIONAL DEBT SECURITIES (continued)** | **INTERNATIONAL DEBT SECURITIES (continued)** | **INTERNATIONAL DEBT SECURITIES (continued)** |
|  | **NORWAY – 7.4%** |  |  |
| 39427745 | BOA OCV AS, 2.000%, 12/31/2024<sup>(4)</sup> | $| 3402049 |
| 1339568 | Jacktel AS, 10.000%, 12/04/2023<sup>(4)</sup> |  | 1239100 |
| 10671533 | REM Saltire Holding AS, 7.000%, 12/31/2024<sup>(4)</sup> |  | 893718 |
|  |  |  | **5534867** |
|  | **SWEDEN – 2.3%** |  |  |
| 1569000 | Verisure Holding AB, 9.250%, 10/15/2027 |  | 1757674 |
|  | **UKRAINE – 0.9%** |  |  |
| 3260000 | Ukraine Government International Bond, 9.750%, 11/01/2030 |  | 675537 |
|  | **UNITED KINGDOM – 5.1%** |  |  |
| 5810000 | House of Fraser Funding PLC, 0.000% (3-Month GBP Libor + 575 basis points), 03/15/2023<sup>(5)(6)(7)</sup> |  | 41935 |
| 950000 | Iceland Bondco PLC, 4.625%, 03/15/2025 |  | 953514 |
| 2766019 | Waldorf Production UK, Ltd., 9.750%, 10/01/2024 |  | 2777083 |
|  |  |  | **3772532** |
|  | **TOTAL INTERNATIONAL DEBT SECURITIES** |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $22,613,423) |  | **25321725** |
|  | **INTERNATIONAL EQUITIES – 14.8%** | **INTERNATIONAL EQUITIES – 14.8%** | **INTERNATIONAL EQUITIES – 14.8%** |
|  | **CAYMAN ISLANDS – 3.1%** |  |  |
| 1046866 | Shelf Drilling, Ltd.<sup>(4)(5)</sup> |  | 2343254 |
|  | **NORWAY – 7.2%** |  |  |
| 1916500 | Awilco LNG AS<sup>(5)</sup> |  | 1591409 |
| 5260901 | Jacktel AS<sup>(1)(5)</sup> |  | 614155 |
| 1912863 | MPC Container Ships AS |  | 3155418 |
|  |  |  | **5360982** |
|  | **SINGAPORE – 0.4%** |  |  |
| 24603214 | Teide, Ltd.<sup>(1)</sup> |  | 262574 |
|  | **UNITED KINGDOM – 4.1%** |  |  |
| 128001 | Drax Group PLC |  | 1082458 |
| 1031648 | Gym Group PLC<sup>(4)(5)</sup> |  | 1352696 |
| 4033618 | HSS Hire Group PLC<sup>(4)</sup> |  | 606522 |
|  |  |  | **3041676** |
|  | **TOTAL INTERNATIONAL EQUITIES** |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $10,624,966) |  | **11008486** |

---

---

| | | |
|:---|:---|:---|
| **Shares or<br> Principal<br> Amounts** | **Description** | **Value** |
|  | **PRIVATE COMPANIES – 2.2%** |  |
|  | **AUSTRALIA – 0.0%** |  |
| 65000 | Quintis Australia Pty, Ltd., Common Shares<sup>(1)(8)</sup> | $1300 |
|  | Quintis Australia Pty, Ltd., Corporate Debt: |  |
| 8538 | &nbsp;&nbsp;&nbsp;7.500%, 10/01/2026<sup>(1)(4)(8)</sup> | 5703 |
| 117000 | &nbsp;&nbsp;&nbsp;0.000%, 10/01/2028<sup>(1)(4)(8)</sup> | 17667 |
|  |  | **24670** |
|  | **BERMUDA – 0.0%** |  |
| 695358 | Floatel International, Ltd., Common Shares<sup>(1)(8)</sup> | 7 |
| 436438 | Floatel International, Ltd., Warrants, 03/16/2025<sup>(1)(5)(8)</sup> | 4 |
|  |  | **11** |
|  | **LUXEMBOURG – 1.0%** |  |
| 3500 | Avation PLC, Warrants, 10/31/2026<sup>(8)</sup> | 1263 |
| 28205068 | Paper Industries TopCo, Ltd., Common Shares<sup>(1)(8)</sup> | 752537 |
|  |  | **753800** |
|  | **UNITED KINGDOM – 1.1%** |  |
| 15874 | KCA Deutag, Common Shares<sup>(1)</sup> | 793700 |
|  | **UNITED STATES – 0.1%** |  |
| 64 | Voyager Aviation Holdings LLC, Common Shares<sup>(1)(8)</sup> |  |
| 384 | Voyager Aviation Holdings LLC, Preferred Shares<sup>(1)</sup> | 46944 |
|  |  | **46944** |
|  | **TOTAL PRIVATE COMPANIES** |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $2,030,815) | **1619125** |
|  | **U.S. TREASURY NOTES – 13.8%** |  |
|  | **UNITED STATES – 13.8%** |  |
| 10400000 | United States Treasury Note, 0.125%, 3/31/2023 | 10293608 |
|  | **TOTAL U.S. TREASURY NOTES** |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $10,294,710) | **10293608** |

---

---

| |
|:---|
| **Bluebay Destra International Event-Driven Credit Fund** |
| **Schedule of Investments (continued)** |
| **As of December 31, 2022 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares or<br> Principal<br> Amounts** | **Description** | **Value** |
|  | **SHORT-TERM INVESTMENTS – 9.1%** | **SHORT-TERM INVESTMENTS – 9.1%** |
|  | **UNITED STATES – 9.1%** |  |
| 6735414 | BlackRock Liquidity Funds FedFund Portfolio – Institutional Class, 4.033%<sup>(9)</sup> | $6735414 |
|  | **TOTAL SHORT-TERM INVESTMENTS** |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $6,735,414) | **6735414** |
|  | **TOTAL INVESTMENTS – 94.1%** |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $67,877,132) | **69997718** |
|  | Other Assets in Excess of Liabilities – 5.9% | 4385771 |
|  | **TOTAL NET ASSETS – 100.0%** | $**74383489** |

---

<sup>(1)</sup> Fair valued using significant unobservable inputs.

<sup>(2)</sup> Principal amount shown in Euro; value shown in U.S. Dollars.

<sup>(3)</sup> Investment made through a participation.

<sup>(4)</sup> Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities are restricted and may be resold in transactions exempt from registration normally to qualified institutional buyers. These securities have been determined to be liquid under guidelines established by management. At December 31, 2022 the total value of these securities is $18,371,700 representing 24.7% of net assets.

<sup>(5)</sup> Non-income producing security.

<sup>(6)</sup> Security is in default.

<sup>(7)</sup> Floating rate security. Rate as of December 31, 2022 is disclosed.

<sup>(8)</sup> Restricted investment as to resale.

<sup>(9)</sup> The rate is the annualized seven-day yield as of December 31, 2022.

---

| |
|:---|
| **Bluebay Destra International Event-Driven Credit Fund** |
| **Schedule of Investments (continued)** |
| **As of December 31, 2022 (unaudited)** |

---

At December 31, 2022, the BlueBay Destra International Event-Driven Credit Fund had outstanding forward foreign exchange contracts as set forth below:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | | **Contract Amount** | **Contract Amount** | | |
| <br>**Settlement Date** | <br>**Counterparty** | <br>**Currency**<br>**Purchased** | <br>**Currency**<br>**Sold** | **Buy** | **Sell** |<br>**Value** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
| March 15, 2023 | Brown Brothers Harriman | Euro Currency | U.S. Dollar | 255108 | $272377 | $274363 | $1986 |
| March 15, 2023 | Brown Brothers Harriman | Norwegian Krone | U.S. Dollar | 1609776 | $164500 | 164712 | 212 |
| March 15, 2023 | Brown Brothers Harriman | U.S. Dollar | Norwegian Krone | $432940 | 4249719 | 434832 | (1892) |
| March 15, 2023 | Brown Brothers Harriman | U.S. Dollar | Poland Zloty | $557917 | 2499525 | 566722 | (8805) |
| March 15, 2023 | Citigroup, Inc. | U.S. Dollar | Norwegian Krone | $121985 | 1200000 | 122784 | (799) |
| March 15, 2023 | Citigroup, Inc. | U.S. Dollar | Norwegian Krone | $385169 | 3785022 | 387284 | (2115) |
| March 15, 2023 | HSBC Securities | U.S. Dollar | Pound Sterling | $206588 | 170511 | 206350 | 238 |
| March 15, 2023 | Merrill Lynch | Norwegian Krone | U.S. Dollar | 2002170 | $204361 | 204862 | 501 |
| March 15, 2023 | Merrill Lynch | U.S. Dollar | Pound Sterling | $3772211 | 3062394 | 3706079 | 66132 |
| March 15, 2023 | Merrill Lynch | U.S. Dollar | Pound Sterling | $120713 | 100000 | 121019 | (306) |
| March 15, 2023 | Morgan Stanley & Co. LLC | U.S. Dollar | Norwegian Krone | $10766988 | 107237378 | 10972541 | (205553) |
| March 15, 2023 | Morgan Stanley & Co. LLC | U.S. Dollar | Norwegian Krone | $68391 | 670000 | 68554 | (163) |
| March 15, 2023 | NatWest Markets Securities, Inc. | U.S. Dollar | Euro Currency | $3628392 | 3400000 | 3656635 | (28243) |
| March 15, 2023 | Skandinaviska Enskilda Banken AB | U.S. Dollar | Norwegian Krone | $1101543 | 10750000 | 1099941 | 1602 |
| March 15, 2023 | State Street | U.S. Dollar | Pound Sterling | $93123 | 75000 | 90764 | 2359 |
| March 15, 2023 | UBS AG | U.S. Dollar | Euro Currency | $11299107 | 10619371 | 11420930 | (121823) |
| March 15, 2023 | UBS AG | U.S. Dollar | Pound Sterling | $36427 | 30000 | 36306 | 121 |
|  |  |  |  |  |  |  | $(296548) |

---

---

| |
|:---|
| **Bluebay Destra International Event-Driven Credit Fund** |
| **Schedule of Investments (continued)** |
| **As of December 31, 2022 (unaudited)** |

---

At December 31, 2022, the BlueBay Destra International Event-Driven Credit Fund had swap contracts as set forth below:

**Credit Default Swap Contracts:**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Underlying Instrument** | **Counterparty** | **Pay Rate/<br> Frequency** | **Maturity<br> Date** | **Notional<br> Amount at<br> Value<sup>(1)</sup>** | **Notional<br> Amount at<br> Value<sup>(1)</sup>** | **Premium<br> (Paid)<br> Received** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Value** |
| BASF SE Credit Default Swap<sup>(2)</sup> | Citigroup, Inc. | 1.000% / Quarterly | 12/20/2027 | EUR | 2500000 | $(25658) | $(1007) | $(26665) |
| Markit iTraxx Europe Crossover Index Swap<sup>(3)</sup> | Morgan Stanley & Co. LLC | 5.000% / Quarterly | 12/20/2027 | EUR | 3350000 | 69085 | (110702) | (41617) |
| Next PLC Credit Default Swap<sup>(4)</sup> | Citigroup, Inc. | 1.000% / Quarterly | 6/20/2027 | EUR | 1100000 | 59889 | (16758) | 43131 |
|  |  |  |  |  |  |  | $(128467) | $(25151) |

---

*<sup>(1)</sup>* *The maximum potential amount the Fund may pay or receive should a credit event take place as defined under the terms of the contract.*

*<sup>(2)</sup>* *The underlying issuer is BASF CDS EUR SR 5Y D14*

*<sup>(3)</sup>* *The underlying issuer is ITRX XOVER CDSI S38 5Y Corp.*

*<sup>(4)</sup>* *The underlying issuer is NXTLN CDS EUR SR 5Y D14*

---

| |
|:---|
| **Bluebay Destra International Event-Driven Credit Fund** |
| **Schedule of Investments (continued)** |
| **As of December 31, 2022 (unaudited)** |

---

**Restricted Securities** – Restricted securities are securities that may be resold only upon registration under federal securities laws or in transactions exempt from such registration. In some cases, the issuer of restricted securities has agreed to register such securities for resale, at the issuer's expense either upon demand by the Fund or in connection with another registered offering of the securities. Many restricted securities may be resold in the secondary market in transactions exempt from registration. Such restricted securities may be determined to be liquid under criteria established by the Board. The restricted securities may be valued at the price provided by dealers in the secondary market or, if no market prices are available, the fair value as determined in good faith using methods approved by the Board.

Additional information on each illiquid and restricted investment held by the Fund at December 31, 2022 is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security** | **Acquisition<br> Date** | **Cost** | **Value** | **Percentage of<br> Net Assets** |
| Avation PLC, Warrants | 3/16/2021 | $- | $1263 | 0.00% |
| Floatel International, Ltd., Common Shares | 3/31/2021 | 4 | 7 | 0.00 |
| Floatel International, Ltd., Warrants | 1/13/2021 | 27075 | 4 | 0.00 |
| Paper Industries TopCo, Ltd., Common Shares | 5/20/2019 | 620317 | 752537 | 1.01 |
| Quintis Australia Pty, Ltd., Common Shares | 10/30/2019 |  | 1300 | 0.00 |
| Quintis Australia Pty, Ltd., Corporate Debt, 7.500% | 9/11/2019 | 7212 | 5703 | 0.01 |
| Quintis Australia Pty, Ltd., Corporate Debt, 0.000% | 9/11/2019 | 93966 | 17667 | 0.02 |
| Voyager Aviation Holdings LLC, Common Shares | 3/25/2019 | - | - | 0.00 |
|  |  | $748574 | $778481 | 1.05% |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** BlueBay Destra International Event-Driven Credit Fund

- **b. Investment Company Act file number:** 811-23309

- **c. CIK number of Registrant:** 0001722837

- **d. LEI of Registrant:** 549300LJCXU3SII0EB34

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 443 N. Willson Ave.

  - **City:** Bozeman

  - **State:** MT

  - **Foreign country:** US

  - **Zip / Postal Code:** 59715

  - **Telephone number:** 3128436161

**Item A.2. Information about the Series.**

- **a. Name of Series:** BlueBay Destra International Event-Driven Credit Fund

- **c. LEI of Series:** 549300LJCXU3SII0EB34

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $82527777.68

**Total Liabilities:** $8263041.84

**Net Assets:** $74264735.84

**Delayed Delivery Securities:** $2.95

**Cash Not Reported:** $5742681.62

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 239.841066400000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 30.512858084747 | **1-Year:** 2088.522761312614 | **5-Year:** 2956.815955802373 | **10-Year:** 264.219441004767 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.23%                | 1.73%                | -0.21%               |
| Class ID N/A | 3.23%                | 1.73%                | -0.17%               |
| Class ID N/A | 3.23%                | 1.69%                | -0.24%               |
| Class ID N/A | 3.20%                | 1.66%                | -0.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-131187.42              | $2236831.65                                |
| Month 2  | $314354.09               | $-413505.87                                |
| Month 3  | $-1066.52                | $-990472.81                                |

### Schedule of Portfolio Investments

| Name                                          | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GBP FORWARD DESTRA CONTRACT 3/15/23   /       | GBP FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        |     -75000 | OU      | $-90764.23    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| GBP FORWARD DESTRA CONTRACT 3/15/23   /       | GBP FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        |     -30000 | OU      | $-36305.69    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GBP FORWARD DESTRA CONTRACT 3/15/23   /       | GBP FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        |    -100000 | OU      | $-121018.98   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| GBP FORWARD DESTRA CONTRACT 3/15/23   /       | GBP FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        |    -170511 | OU      | $-206350.43   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| NOK FORWARD DESTRA CONTRACT 3/15/23   /       | NOK FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | NO        | -107237378 | OU      | $-10972541.10 | -14.77%           |  |  |  | No            |                  2 | On Loan: No      |
| NOK FORWARD DESTRA CONTRACT 3/15/23   /       | NOK FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | NO        |    2002170 | OU      | $204862.26    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NOK FORWARD DESTRA CONTRACT 3/15/23   /       | NOK FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | NO        |    -670000 | OU      | $-68554.48    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| NOK FORWARD DESTRA CONTRACT 3/15/23   /       | NOK FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | NO        |   -1200000 | OU      | $-122784.14   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NOK FORWARD DESTRA CONTRACT 3/15/23   /       | NOK FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | NO        |   -3785022 | OU      | $-387283.91   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| NOK FORWARD DESTRA CONTRACT 3/15/23   /       | NOK FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | NO        |  -10750000 | OU      | $-1099941.26  | -1.48%            |  |  |  | No            |                  2 | On Loan: No      |
| NOK FORWARD DESTRA CONTRACT 3/15/23   /       | NOK FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | NO        |    1609776 | OU      | $164712.46    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NOK FORWARD DESTRA CONTRACT 3/15/23   /       | NOK FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | NO        |   -4249719 | OU      | $-434831.72   | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| PLN FORWARD DESTRA CONTRACT 3/15/23   /       | PLN FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | PL        |   -2499525 | OU      | $-566721.83   | -0.76%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                      | First Quantum Minerals, Ltd.                     | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1150000 | PA      | $1126712.50   | 1.52%             | 2024-03-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                             | Iliad Holding SASU                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    1884000 | PA      | $1705246.08   | 2.30%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| QUINTIS AUS PTY LTD                           | Quintis Australia Pty, Ltd.                      | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       8538 | PA      | $5703.38      | 0.01%             | 2026-10-01      | Fixed         | 7.50%                 | Yes           |                  3 | On Loan: No      |
| QUINTIS AUS PTY LTD                           | Quintis Australia Pty, Ltd.                      | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     117000 | PA      | $17667.00     | 0.02%             | 2028-10-01      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SHELF DRILL HOLD LTD                          | Shelf Drilling Holdings, Ltd.                    | CUSIP: 822538AE4<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |    2384000 | PA      | $2072709.20   | 2.79%             | 2025-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note                      | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10400000 | PA      | $10293608.00  | 13.86%            | 2023-03-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLD                         | Voyager Aviation Holdings LLC                    | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |     138000 | PA      | $106950.00    | 0.14%             | 2026-05-09      | Fixed         | 8.50%                 | Yes           |                  3 | On Loan: No      |
| Awilco LNG AS                                 | Awilco LNG AS                                    | CUSIP: 999999999<br>LEI: 5967007LIEEXZXJO5C34 | Long             | EC               | CORP              | NO        |    1916500 | NS      | $1591408.99   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION  WARRANTS WARRANTS 07/20/2021   /    | AVIATION  WARRANTS WARRANTS 07/20/2021   /       | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               | CORP              | LU        |       3500 | NC      | $1263.08      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| MOBY SPA                                      | Moby SpA                                         | CUSIP: JV8981401<br>LEI: 815600325D15DD92A023 | Long             | DBT              | CORP              | IT        |    3508000 | PA      | $2246318.04   | 3.02%             | 2023-02-15      | None          | 7.75%                 | No            |                  2 | On Loan: No      |
| EA PARTNERS II BV                             | EA Partners II BV                                | CUSIP: 999999999<br>LEI: 724500O53Q9TK8W7SX86 | Long             | DBT              | CORP              | NL        |     259280 | PA      | $3241.00      | 0.00%             | 2099-06-01      | None          | 6.75%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                            | Iceland Bondco PLC                               | CUSIP: 999999999<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |     950000 | PA      | $953514.07    | 1.28%             | 2025-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REM SALTIRE HOLDING                           | REM Saltire Holding AS                           | CUSIP: EJ8007597<br>LEI: 5493003BEW4CSPFT2110 | Long             | DBT              | CORP              | NO        |   10671533 | PA      | $893717.87    | 1.20%             | 2024-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AVATION CAPITAL SA                            | Avation Capital SA                               | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |    1550000 | PA      | $1227251.25   | 1.65%             | 2026-10-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| METINVEST BV                                  | Metinvest BV                                     | CUSIP: 999999999<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    1077000 | PA      | $581580.00    | 0.78%             | 2026-04-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PRO-GEST SPA                                  | Pro-Gest SpA                                     | CUSIP: 999999999<br>LEI: 815600EDD04F9C60D660 | Long             | DBT              | CORP              | IT        |    1370000 | PA      | $944434.43    | 1.27%             | 2024-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jacktel AS                                    | Jacktel AS                                       | CUSIP: 999999999<br>LEI: 549300TH27ADF0CT8150 | Long             | EC               | CORP              | NO        |    5260901 | NS      | $614154.52    | 0.83%             |  |  |  | No            |                  3 | On Loan: No      |
| COTY INC                                      | Coty, Inc.                                       | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    1826000 | PA      | $1734082.81   | 2.34%             | 2026-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TAKKO LUX 2 SCA                               | Takko Luxembourg 2 SCA                           | CUSIP: AP7037959<br>LEI: 5493002T9MPWJ0VS7D31 | Long             | DBT              | CORP              | LU        |    1730000 | PA      | $1502718.25   | 2.02%             | 2023-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| R-LOGITECH                                    | R-Logitech S.A.M.                                | CUSIP: 999999999<br>LEI: 89450068HBQKYH31WX45 | Long             | DBT              | CORP              | MC        |     150000 | PA      | $132870.86    | 0.18%             | 2023-03-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ITRX XOV CDSI S38 5Y V1 12/20/27 LIAB   /     | ITRX XOV CDSI S38 5Y V1 12/20/27 LIAB   /        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    3350000 | NC      | $-35686.63    | -0.05%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                            | Ukraine Government International Bond            | CUSIP: 999999999<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3260000 | PA      | $675537.20    | 0.91%             | 2030-11-01      | None          | 9.75%                 | No            |                  2 | On Loan: No      |
| JACKTEL                                       | Jacktel AS                                       | CUSIP: 999999999<br>LEI: 549300TH27ADF0CT8150 | Long             | DBT              | CORP              | NO        |    1339568 | PA      | $1239100.40   | 1.67%             | 2023-12-04      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| EUR FORWARD DESTRA CONTRACT 3/15/23   /       | EUR FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -10619371 | OU      | $-11420930.12 | -15.38%           |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD DESTRA CONTRACT 3/15/23   /       | EUR FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -3400000 | OU      | $-3656634.82  | -4.92%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD DESTRA CONTRACT 3/15/23   /       | EUR FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |     255108 | OU      | $274363.23    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| GBP FORWARD DESTRA CONTRACT 3/15/23   /       | GBP FORWARD DESTRA CONTRACT 3/15/23   /          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        |   -3062394 | OU      | $-3706078.56  | -4.99%            |  |  |  | No            |                  2 | On Loan: No      |
| PAPER INDUSTRIES                              | Paper Industries Intermediate Financing Sarl     | CUSIP: BK5739796<br>LEI: 222100X9KI2QKRFRDO96 | Long             | DBT              | CORP              | LU        |     557384 | PA      | $538039.15    | 0.72%             | 2025-03-01      | Floating      | 8.98%                 | Yes           |                  2 | On Loan: No      |
| METALCORP GROUP SA                            | Metalcorp Group SA                               | CUSIP: 999999999<br>LEI: 724500RZTNTGC887J267 | Long             | DBT              | CORP              | LU        |      64000 | PA      | $27918.28     | 0.04%             | 2026-06-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                      | IPD 3 BV                                         | CUSIP: 999999999<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    1752000 | PA      | $1779486.02   | 2.40%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLOATEL INTERNATIONAL LT                      | Floatel International, Ltd.                      | CUSIP: 999999999<br>LEI: 549300WL84OZOSWF0U42 | Long             | DBT              | CORP              | BM        |    1924072 | PA      | $1443054.00   | 1.94%             | 2026-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLOATEL INTERNATIONAL LT                      | Floatel International, Ltd.                      | CUSIP: 999999999<br>LEI: 549300WL84OZOSWF0U42 | Long             | DBT              | CORP              | BM        |    2066552 | PA      | $1549914.00   | 2.09%             | 2026-09-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETROFAC LTD                                  | Petrofac, Ltd.                                   | CUSIP: 999999999<br>LEI: 2138004624W8CKCSJ177 | Long             | DBT              | CORP              | JE        |    2507000 | PA      | $1420014.94   | 1.91%             | 2026-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                           | Verisure Holding AB                              | CUSIP: 999999999<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    1569000 | PA      | $1757673.51   | 2.37%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WALDORF PRODUCTION UK                         | Waldorf Production UK PLC                        | CUSIP: 999999999<br>LEI: 254900FUKD3GJRFOPD65 | Long             | DBT              | CORP              | GB        |    2766019 | PA      | $2777083.08   | 3.74%             | 2024-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BOA DEEP C AS                                 | BOA OCV AS                                       | CUSIP: 999999999<br>LEI: 5493008CFUC2FWBPTK19 | Long             | DBT              | CORP              | NO        |   39427745 | PA      | $3402048.85   | 4.58%             | 2024-12-31      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HOUSE OF FRASER FUNDING                       | House of Fraser Funding PLC                      | CUSIP: 999999999<br>LEI: 213800P7RKFZN1OO5R52 | Long             | DBT              | CORP              | GB        |    5810000 | PA      | $41934.32     | 0.06%             | 2023-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BASGR (100) DEC-27 LIAB   /                   | BASGR (100) DEC-27 LIAB   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    2500000 | NC      | $-25779.92    | -0.03%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEIDE PTE, Ltd. 1L PIK - EUR   /              | TEIDE PTE, Ltd. 1L PIK - EUR   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |     482188 | PA      | $513748.69    | 0.69%             | 2026-08-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TEIDE PTE, Ltd. 2L 8% PIK TOGGL -EUR   /      | TEIDE PTE, Ltd. 2L 8% PIK TOGGL -EUR   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    1040066 | PA      | $779772.14    | 1.05%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MULCEN Reorg EQUITY   /                       | MULCEN Reorg EQUITY   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |   24603214 | NS      | $262574.32    | 0.35%             |  |  |  | No            |                  3 | On Loan: No      |
| AHMAD HAMAD AL GOSAIBI BROS TL   /            | AHMAD HAMAD AL GOSAIBI BROS TL   /               | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SA        |    3047652 | PA      | $167620.88    | 0.23%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AHMADHAMADAL CLAIM 1 GOSAIBI BROS TL -EUR   / | AHMADHAMADAL CLAIM 1 GOSAIBI BROS TL -EUR   /    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SA        |    3240000 | PA      | $190181.43    | 0.26%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AHMADHAMADAL CLAIM 2 GOSAIBI BROS TL -EUR   / | AHMADHAMADAL CLAIM 2 GOSAIBI BROS TL -EUR   /    | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | SA        |    8400000 | PA      | $493062.97    | 0.66%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Drax Group PLC                                | Drax Group PLC                                   | CUSIP: 999999999<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |     128001 | NS      | $1082457.63   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOATEL INTERNATIONA 0% PIK 9/24/2026   /     | FLOATEL INTERNATIONA 0% PIK 9/24/2026   /        | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |     245700 | PA      | $184275.00    | 0.25%             | 2026-09-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EURO CURRENCY  /                              | EURO CURRENCY  /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | XX        |      95851 | OU      | $102295.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOATEL INTERNATIONAL LTD                     | Floatel International, Ltd.                      | CUSIP: 999999999<br>LEI: 549300WL84OZOSWF0U42 | N/A              | DE               | CORP              | NO        |     436438 | NC      | $4.36         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FLOATEL INT, Ltd. EQUITY   /                  | FLOATEL INT, Ltd. EQUITY   /                     | CUSIP: 923356869<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     695358 | NS      | $6.95         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GREAT BRITAIN POUND  /                        | GREAT BRITAIN POUND  /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | GB        |      82189 | OU      | $98867.89     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC CDS LIAB 06/20/2027   /              | NEXT PLC CDS LIAB 06/20/2027   /                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    1100000 | NC      | $43520.27     | 0.06%             | 2027-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gym Group PLC/The                             | Gym Group PLC                                    | CUSIP: 999999999<br>LEI: 213800VCU9TBANZIN455 | Long             | EC               | CORP              | GB        |    1031648 | NS      | $1352696.16   | 1.82%             |  |  |  | Yes           |                  1 | On Loan: No      |
| HSS Hire Group PLC                            | HSS Hire Group PLC                               | CUSIP: 999999999<br>LEI: 2138004DGL1J6VQO6S92 | Long             | EC               | CORP              | GB        |    4033618 | NS      | $606522.62    | 0.82%             |  |  |  | Yes           |                  1 | On Loan: No      |
| IFA Holding GmbH TL2 EUR   /                  | IFA Holding GmbH TL2 EUR   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    1368010 | PA      | $481796.33    | 0.65%             | 2025-03-31      | Variable      | 5.61%                 | No            |                  3 | On Loan: No      |
| IFA Holding GmbH TL3 EUR   /                  | IFA Holding GmbH TL3 EUR   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    1237723 | PA      | $435910.98    | 0.59%             | 2025-03-31      | Variable      | 5.61%                 | No            |                  3 | On Loan: No      |
| KCA Deutag Reorg EQU    /                     | KCA Deutag Reorg EQU    /                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      15874 | NS      | $793700.00    | 1.07%             |  |  |  | No            |                  3 | On Loan: No      |
| LECTA EQUITY    /                             | LECTA EQUITY    /                                | CUSIP: 837849296<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |   28205068 | NS      | $752536.50    | 1.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CELSA SENIOR TERM LOAN 12/31/2024   /         | CELSA SENIOR TERM LOAN 12/31/2024   /            | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |     401545 | PA      | $372833.04    | 0.50%             | 2024-12-31      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CELSA JUNIOR TERM LOAN 6/30/2025   /          | CELSA JUNIOR TERM LOAN 6/30/2025   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    1104774 | PA      | $872500.22    | 1.17%             | 2025-06-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CELSA JUNIOR PLN TERM LOAN 6/30/2025   /      | CELSA JUNIOR PLN TERM LOAN 6/30/2025   /         | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    3027796 | PA      | $510810.72    | 0.69%             | 2025-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| MPC Container Ships ASA                       | MPC Container Ships ASA                          | CUSIP: 999999999<br>LEI: 213800MXS7CXYJ2Q1805 | Long             | EC               | CORP              | NO        |    1912863 | NS      | $3155418.10   | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN KRONE  /                            | NORWEGIAN KRONE  /                               | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | NO        |    2851031 | OU      | $289415.38    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| POLISH ZLOTY  /                               | POLISH ZLOTY  /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | PL        |      35274 | OU      | $8041.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUINTIS EQUITY    /                           | QUINTIS EQUITY    /                              | CUSIP: 755572814<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      65000 | NS      | $1300.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Shelf Drilling Ltd                            | Shelf Drilling, Ltd.                             | CUSIP: 115228137<br>LEI: 549300PTFC72J38UQF59 | Long             | EC               | CORP              | AE        |    1046866 | NS      | $2343254.01   | 3.16%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Scorpio Tankers Inc                           | Scorpio Tankers, Inc.                            | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |      64263 | NS      | $3455421.51   | 4.65%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund                   | BlackRock Liquidity FedFund, Class Institutional | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    4000722 | PA      | $4000722.02   | 5.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKISH LIRA  /                               | TURKISH LIRA  /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | TR        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER NEW EQUITY    /                       | VOYAGER NEW EQUITY    /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         64 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VOYAGER PREF SHARE    /                       | VOYAGER PREF SHARE    /                          | CUSIP: 933186890<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        384 | NS      | $46944.00     | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-28

**Name of Applicant:** BlueBay Destra International Event-Driven Credit Fund

**Signature:** /s/ Derek Mullins

**Name of Signer:** Derek Mullins

**Title:** Chief Financial Officer