Bluebay Destra International Event-Driven Credit Fund
Schedule of Investments (unaudited)
As of June 30, 2026

 

Shares or
Principal
Amount
    Description   Value  
        BANK LOANS – 31.1%        
        FRANCE – 0.2%        
        Atos S.E.:        
  1,128,424     1.000%, (3-Month Euribor + 100 basis points), 12/17/2032(1),(2),(6)   $ 915,992  
              915,992  
        GERMANY – 3.8%        
        Varta AG:        
  5,058,300     5.635%, 12/31/2027(2),(3),(4),(5),(6)     4,539,203  
  401,849     5.635%, 12/31/2027(2),(3),(4),(5),(6)     360,610  
  431,808     5.635%, 12/31/2027(2),(3),(4),(5),(6)      
  4,176,333     9.885%, 12/31/2027(2),(3),(4),(5),(6)     2,864,884  
  1,452,173     11.885%, 12/31/2027(2),(3),(4),(5),(6)     1,660,272  
  4,356,519     Varta Consumer Batteries GmbH, 11.885%, 12/31/2027(2),(3),(4),(5),(6)     4,980,815  
              14,405,784  
        LUXEMBOURG – 11.2%        
        Arvos BidCo Sarl,        
$ 3,671,895     9.428%, 08/30/2027(1),(6)     2,827,359  
  10,353,227     7.511%, (3-Month Euribor + 550 basis points), 08/30/2027(1),(2),(6)     9,114,381  
        Arvos Holdco SARL:        
  790,298     0.500%, 11/29/2027(1),(2)     182,969  
$ 650,621     0.500%, 11/29/2027(1)     133,377  
  15,625,155     Foundever Group SA, 5.880%, (1-Month Euribor + 375 basis points), 08/28/2028(1),(2),(4),(5)     9,535,050  
  3,621,964     Takko Luxembourg TL, 15.000%, 10/15/2030(2),(4),(5),(6)     21,035,434  
              42,828,570  
        NETHERLANDS – 7.4%        
        Accell Group Holding B.V.        
  5,126,938     0.000%, 06/30/2031(1),(2),(4),(5),(6)     1,230,943  
  8,119,013     0.000%, 05/31/2030(1),(2),(4),(5),(6)     1,949,321  
        Compact Bidco BV:        
  4,427,163     12.000%, 06/30/2029(2),(4),(5),(6)     5,061,581  
  17,929,146     12.000%, 11/25/2029(2),(4),(5),(6)     20,088,450  
              28,330,295  
        NORWAY – 4.5%        
$ 5,619,690     Prosafe SE, 11.000%, 12/31/2029(1),(4),(5),(6)     5,296,558  
$ 11,503,990     Prosafe SE, 11.000%, 12/31/2029(1),(4),(5),(6)     11,820,349  
              17,116,907  
Shares or
Principal
Amount
    Description   Value  
        BANK LOANS (continued)        
        UNITED KINGDOM – 3.0%        
  2,236,907     Impala Bidco 0 Ltd. Floating Rate, 8.479%, (Sterling Overnight Index Average + 475 basis points), 06/09/2028(1)   $ 601,207  
  9,670,000     Mobico Group PLC, 0.000%, 07/11/2029(1),(3),(4),(5),(12)     9,946,711  
        Praesidiad, Ltd.:        
  318,501     10.149%, 06/30/2026(2),(4),(5),(6)     200,279  
  318,501     10.149%, 06/30/2026(2),(4),(5),(6)     200,279  
  639,133     10.149%, 06/30/2026(2),(4),(5),(6)     401,897  
  102,070     10.149%, 09/30/2027(1),(2),(4),(5),(6)     64,183  
  401,279     10.149%, 09/30/2027(1),(2),(4),(5),(6)     252,330  
              11,666,886  
        UNITED STATES – 1.0%        
$ 7,292,738     Foundever Worldwide Corp., 7.711%, (1-Month Term SOFR + 386 basis points), 08/28/2028(1),(4),(5)     3,650,927  
                 
        TOTAL BANK LOANS
(Cost $118,555,639)
    118,915,361  
                 
        CORPORATE DEBT SECURITIES – 0.0%        
        UNITED STATES – 0.0%        
$ 98,705     Voyager Aviation Holdings, LLC, 8.500%, 05/09/2026(4),(7),(8)      
                 
        TOTAL CORPORATE DEBT SECURITIES
(Cost $71,303)
    0  
                 
        INTERNATIONAL DEBT SECURITIES – 21.5%        
        AUSTRALIA – 0.0%        
        Quintis Australia Pty, Ltd., Corporate Debt:        
$ 8,538     7.500%, 10/01/2026(4),(6),(7)     674  
$ 117,000     12.000%, 10/01/2028(4),(6),(7)      
              674  
        BERMUDA – 4.0%        
$ 15,125,000     Floatel International, Ltd., 9.750%, 04/10/2029     15,216,993  
                 
        CANADA – 3.0%        
$ 11,440,000     Acerta Energy, Ltd., 12.000%, 03/27/2031(7)     11,497,829  
                 
        FRANCE – 1.7%        
  8,088,000     Atos Group, 1.040%, 12/18/2032(2)     6,628,683  

 

1

 

 

Bluebay Destra International Event-Driven Credit Fund
Schedule of Investments (unaudited) (continued)
As of June 30, 2026

 

Shares or
Principal
Amount
    Description   Value  
        INTERNATIONAL DEBT SECURITIES (continued)        
        GERMANY – 4.2%        
  500,000     BRANICKS Group A.G., 2.250%, 09/22/2026(2),(7)   $ 329,088  
  15,492,441     Standard Profil Automotive GmbH, 8.500%, 01/01/2030(2),(4),(5)     15,675,589  
              16,004,677  
        LUXEMBOURG – 0.5%        
  3,749,462     Ferralum Metals Group SA, 10.000%, 12/30/2026(2),(4),(5)      
  8,251,879     HAWK MIDCO SARL, 7.000%, 01/06/2030 (2),(4),(5),(6)     1,918,325  
        NCO Invest SA:        
  10,536,245     10.000%, 12/30/2026(2),(4),(5),(9)      
  3,890,045     10.000%, 12/30/2026(2),(4),(5),(9)      
              1,918,325  
        NORWAY – 2.6%        
$ 6,499,999     Jacktel A/S, 10.000%, 10/10/2029     6,625,345  
$ 3,000,000     Moreld AS, 9.875%, 02/11/2030     3,094,599  
  355,745     OCV Recovery AS, 2.000%, 12/31/2026(6),(7),(10)     251,651  
              9,971,595  
        UNITED KINGDOM – 5.5%        
$ 5,100,000     Cornish Metals plc, 13.500%. 05/21/2032(7)     5,291,264  
        Frigo Debtco PLC:        
  12,171,783     10.000%, 04/27/2028(6)     4,383,527  
  2,800,882     12.000%, 04/27/2028(6)     2,625,829  
        Galileo Global Technologies Ltd        
$ 668,402     0.000%, 03/04/2028 (4),(5)      
$ 3,682,246     13.750%, 03/04/2028(4),(5),(6)     3,682,246  
$ 3,340,351     13.750%, 03/04/2028(4),(5)     3,340,351  
$ 3,317,754     13.750%, 03/04/2028(4),(5),(8)     1,924,297  
  1,153,513     Mcom Investments, Ltd., 0.000%, 09/30/2026(2),(4),(5),(6)      
              21,247,514  
        TOTAL INTERNATIONAL DEBT SECURITIES
(Cost $100,053,285)
    82,486,290  
                 
        INTERNATIONAL EQUITIES – 19.8%        
        BERMUDA – 1.9%        
  862,247     Odfjell Drilling, Ltd.     7,301,935  
                 
        CYPRUS – 2.9%        
  14,509,114     SED Energy Holdings PLC     11,304,661  
Shares or
Principal
Amount
    Description   Value  
        INTERNATIONAL DEBT SECURITIES (continued)        
        LUXEMBOURG – 5.4%        
  1,549,246     Constellation Oil Services Holding SA(9)   $ 20,509,446  
                 
        NORWAY – 4.6%        
  14,698,368     Dolphin Drilling A/S(9)     3,609,421  
  9,760,901     Jacktel AS     5,326,548  
  2,147,388     Moreld AS     4,101,423  
  10,775,841     Prosafe SE(9)     4,453,862  
              17,491,254  
        UNITED KINGDOM – 5.0%        
  6,810,379     Gym Group PLC(9)     19,072,388  
                 
        TOTAL INTERNATIONAL EQUITIES
(Cost $48,847,106)
    75,679,684  
                 
        PRIVATE COMPANIES – 4.6%        
        AUSTRALIA – 0.0%        
$ 65,000     Quintis Australia Pty, Ltd., Common Shares(4),(5)      
                 
        BERMUDA – 0.1%        
  439,483     FLOATEL INT LTD(4),(5),(9)     350,255  
$ 436,438     FLOATEL INT LTD, Warrants, 03/17/2025(4),(5),(9)      
              350,255  
        CANADA – 0.2%        
  58,576     Acerta Energy, Ltd., Warrants, 3/28/2031(4),(5)     703,509  
                 
        FRANCE – 1.0%        
  1,179,113     Colisee Group SAS(4),(5)     3,752,156  
  38,738     Colisee Group SAS, Warrants, 12/31/2049(4),(5)     123,271  
              3,875,427  
        GERMANY – 0.2%        
  3,479,875     VARTA AKTIENGESELLSCHAFT(4),(5),(9)     517,211  
  2,864,834     Johanna 410 Vermögensverwaltungs GmbH(4),(5),(9)     33  
              517,244  
        LUXEMBOURG – 2.8%        
  355,252     Altice France Lux 3 / Altice Holdings 1(4),(5)     7,107,802  
  3,500     Avation PLC, Warrants, 11/01/2026(9)     1,161  
  331,734     Bond HoldCo SA, Class A Shares(4),(5)      
  328,661     Hawk TopCo SA I A(4),(5),(9)     169,091  

 

2

 

 

Bluebay Destra International Event-Driven Credit Fund
Schedule of Investments (unaudited) (continued)
As of June 30, 2026

 

Shares or
Principal
Amount
    Description   Value  
        PRIVATE COMPANIES (continued)        
        LUXEMBOURG (continued)        
  328,656     Hawk TopCo SA II A(4),(5),(9)   $ 169,089  
  328,656     Hawk TopCo SA III A(4),(5),(9)     169,089  
  328,656     Hawk TopCo SA IV A(4),(5),(9)     169,089  
  328,656     Hawk TopCo SA IX A(4),(5),(9)     169,089  
  328,656     Hawk TopCo SA V A(4),(5),(9)     169,089  
  328,656     Hawk TopCo SA VI A(4),(5),(9)     169,089  
  328,656     Hawk TopCo SA VII A(4),(5),(9)     169,089  
  328,656     Hawk TopCo SA VIII A(4),(5),(9)     169,089  
  328,656     Hawk TopCo SA X A(4),(5),(9)     169,089  
  1,269,003     Kleopatra Topco S.A.(4),(5)     2,031,194  
  29,130,535     Paper Industries TopCo, Ltd., Common Shares(4),(5)     6,828  
  2,001     REED BIDCO LIMITED(4),(5)     14,870  
  1,642,591     Takko, A Shares(4),(5),(9)      
  1,642,591     Takko, B Shares(4),(5),(9)      
  1,642,591     Takko, C Shares(4),(5),(9)      
  1,642,591     Takko, D Shares(4),(5),(9)      
  1,642,591     Takko, E Shares(4),(5),(9)      
  1,642,591     Takko, F Shares(4),(5),(9)      
  1,642,591     Takko, G Shares(4),(5),(9)      
  1,642,591     Takko, H Shares(4),(5),(9)      
  1,642,591     Takko, I Shares(4),(5),(9)      
  1,642,591     Takko, J Shares(4),(5),(9)      
              10,852,747  
        NETHERLANDS – 0.2%        
  650,714     Compact Bidco BV, Common Shares(4),(5)     743,962  
                 
        UNITED KINGDOM – 0.1%        
  5,956     Frigo Debtco PLC, Common Shares(4),(5)     13,619  
  9,570     Frigo Newco 1 Ltd., Common Shares(4),(5)     21,883  
  234     PALOMINO TOPCO LIMITED(4),(5)     13,109  
  235     PALOMINO TOPCO LIMITED(4),(5)     444,659  
              493,270  
        TOTAL PRIVATE COMPANIES
(Cost $11,484,353)
    17,536,414  
                 
        U.S. GOVERNMENT & AGENCIES – 8.1%        
        UNITED STATES – 8.1%        
$ 31,000,000     United States Treasury Note, 1.500%, 08/15/2026     30,908,890  
                 
        TOTAL U.S. GOVERNMENT & AGENCIES
(Cost $30,914,447)
    30,908,890  
Shares or
Principal
Amount or
Contracts
    Description   Value  
        PURCHASED OPTIONS CONTRACTS – 0.8%        
        PUT OPTIONS – 0.8%        
$ 2,520     EURO STOXX 600 Index(9)        
        Broker: Citigroup        
        Expiration Date: 12/20/2027        
        Exercise Price: $570        
        Notional Value: $14,364,000   $ 3,169,231  
        TOTAL PURCHASED OPTIONS CONTRACTS
(Cost $3,999,302)
    3,169,231  
                 
        SHORT-TERM INVESTMENTS – 9.0%        
        UNITED STATES – 9.0%        
  34,327,388     BlackRock Liquidity Funds FedFund Portfolio – Institutional Class, 3.535%(11)     34,327,388  
        TOTAL SHORT-TERM INVESTMENTS
(Cost $34,327,388)
    34,327,388  
                 
        TOTAL INVESTMENTS – 94.8%
(Cost $348,252,823)
    363,023,258  
        Other Assets in Excess of Liabilities – 5.2%     20,042,963  
        TOTAL NET ASSETS – 100.0%   $ 383,066,221  
                 
        WRITTEN OPTIONS CONTRACT – (0.4)%        
        PUT OPTIONS – (0.4)%        
  (2,520 )   EURO STOXX 600 Index(9)        
        Broker: Citigroup        
        Expiration Date: 12/20/2027        
        Exercise Price: $500        
        Notional Value: $12,600,000   $ (1,620,630 )
        TOTAL WRITTEN OPTIONS CONTRACT
(Proceeds $2,099,268)
  $ (1,620,630 )

 

(1)  Floating rate security. Rate as of June 30, 2026 is disclosed.
(2)  Principal amount shown in Euro; value shown in U.S. Dollars.
(3)  Investment made through a participation in a settlement claim.
(4)  Fair valued using significant unobservable inputs.
(5)  Restricted investment as to resale.
(6)  Payment-in-kind interest is generally paid by issuing additional par/shares of the security rather than paying cash.
(7)  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 June 30, 2026, the total value of these securities is $17,370,506, representing 4.5% of net assets.
(8)  Security is in default.
(9)  Non-income producing security.
(10)  Principal amount shown in Norwegian Krone; value shown in U.S. Dollars.
(11)  The rate is the annualized seven-day yield as of June 30, 2026.
(12)  This Investment or portion thereof was not funded as of June 30, 2026. The Fund had $8,380,667 at par value in unfunded commitments as of June 30, 2026.

 

3

 

 

Bluebay Destra International Event-Driven Credit Fund
Schedule of Investments (unaudited) (continued)
As of June 30, 2026

 

At June 30, 2026, the BlueBay Destra International Event-Driven Credit Fund had outstanding forward foreign exchange contracts as set forth below:

 

Currency Purchased   Currency Sold   Settlement Date   Counterparty     Local
Currency
    U.S. Dollar
Value
    Unrealized
Appreciation/
(Depreciation)
 
Euro   U.S. Dollar   9/17/2026   Citibank       16,643,721     $ 19,091,295     $ (82,252 )
Japanese Yen   U.S. Dollar   9/17/2026   Citibank       1,413,524,984       8,752,704       (140,584 )
Norwegian Krone   U.S. Dollar   9/17/2026   Citibank       31,691,776       3,199,192       (20,566 )
U.S. Dollars   U.S. Dollar   9/17/2026   Citibank       811,702       811,702       (2,238 )
                          $ 31,854,893     $ (245,640 )
                                       
U.S. Dollar   British Pound   9/17/2026   Citibank       14,382,547     $ 19,089,207     $ 199,995  
U.S. Dollar   Canadian Dollar   9/17/2026   Citibank       957,261       677,091       10,182  
U.S. Dollar   Euro   9/17/2026   Citibank       133,195,224       152,782,501       2,015,842  
U.S. Dollar   Norwegian Krone   9/17/2026   Citibank       628,524,858       63,447,742       2,313,843  
                          $ 235,996,541     $ 4,539,862  
Total                                 $ 4,294,222  

 

At June 30, 2026, the BlueBay Destra International Event-Driven Credit Fund had open swap contracts as set forth below:

 

Centrally Cleared Credit Default Swap Contracts:

 

Underlying Instrument   Counterparty   Pay Rate/
Frequency
  Maturity
Date
  Notional
Amount at
Value(1)
  Premium
(Paid)
Received
    Value     Unrealized
Appreciation/ (Depreciation)
 
Markit iTraxx Europe Crossover Index Swap(2)   Morgan Stanley   5.000 %/Quarterly   6/20/2031   EUR 47,000,000   $ 3,763,544     $ (5,958,214 )   $ (2,194,670 )

 

(1)  The maximum potential amount the Fund may pay or receive should a credit event take place as defined under the terms of the contract.
(2)  The underlying issuer is iTraxx Europe Crossover Series 45 version 1.

 

4

 

 

Bluebay Destra International Event-Driven Credit Fund
Schedule of Investments (unaudited) (continued)
As of June 30, 2026

 

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 restricted investment held by the Fund at June 30, 2026 is as follows:

 

Security Description   Acquisition
Date
 
 
Cost
 
  Value     % of
Net Assets
 
Accell Group Holding B.V., 0.000%   6/4/2025     $ 3,898,222     $ 1,230,943       0.3 %
Accell Group Holding B.V., 0.000%   6/4/2025       6,587,864       1,949,321       0.5  
Acerta Energy Ltd., Warrants   3/23/2026             703,509       0.2  
Altice France Lux 3 / Altice Holdings 1   11/24/2025       6,495,329       7,107,802       1.9  
Bond HoldCo SA, Class A Shares   5/31/2024       3,601              
Colisee Group SAS   4/24/2026       1,597,040       3,752,156       1.0  
Colisee Group SAS   4/24/2026       51,217       123,271        
Compact Bidco BV, 12.000%   11/25/2024       19,143,447       20,088,450       5.3  
Compact Bidco BV, 12.000%   3/28/2025       4,841,074       5,061,581       1.3  
Compact Bidco BV, Common Shares   11/28/2024             743,962       0.2  
Ferralum Metals Group SA, 10.000%   05/31/2024                    
FLOATEL INT LTD   10/03/2024       422,667       350,255       0.1  
FLOATEL INT LTD, Warrants   01/13/2021       27,075              
Foundever Group SA, 5.880%   11/06/2024       11,624,357       9,535,050       2.5  
Foundever Worldwide Corp., 7.711%   11/05/2024       5,492,958       3,650,927       1.0  
Frigo Debtco PLC, Common Shares   2/21/2023             13,619        
Frigo Newco 1 Ltd., Common Shares   10/30/2023       224,493       21,883        
Galileo Global Technologies Ltd, 0.000%   11/17/2025                    
Galileo Global Technologies Ltd, 13.750%   12/10/2025       3,340,351       3,682,246       1.0  
Galileo Global Technologies Ltd, 13.750%   12/10/2025             3,340,351       0.9  
Galileo Global Technologies Ltd, 13.750%   02/14/2025       3,317,754       1,924,297       0.5  
HAWK MIDCO SARL, 7.000%   11/10/2025       18,648,509       1,918,325       0.5  
Hawk TopCo SA I A   11/10/2025             169,091        
Hawk TopCo SA II A   11/10/2025             169,089        
Hawk TopCo SA III A   11/10/2025             169,089        
Hawk TopCo SA IV A   11/10/2025             169,089        
Hawk TopCo SA IX A   11/10/2025             169,089        
Hawk TopCo SA V A   11/10/2025             169,089        
Hawk TopCo SA VI A   11/10/2025             169,089        
Hawk TopCo SA VII A   11/10/2025             169,089        
Hawk TopCo SA VIII A   11/10/2025             169,089        
Hawk TopCo SA X A   11/10/2025             169,089        
Johanna 410 Vermögensverwaltungs GmbH   3/26/2025             33        
Kleopatra Topco S.A.   3/12/2026       2,036,575       2,031,194       0.5  
Mcom Investments, Ltd., 0.000%   05/31/2024       1,245,855              
Mobico Group PLC, 0.000%   02/09/2026       10,890,626       9,946,711       2.6  

 

5

 

 

Bluebay Destra International Event-Driven Credit Fund
Schedule of Investments (unaudited) (continued)
As of June 30, 2026

 

Security Description   Acquisition
Date
 
 
Cost
 
  Value     % of
Net Assets
 
NCO Invest SA, 10.000%   05/31/2024     $     $       %
NCO Invest SA, 10.000%   05/31/2024                    
PALOMINO TOPCO LIMITED   3/13/2026             13,109        
PALOMINO TOPCO LIMITED   3/13/2026             444,659       0.1  
Paper Industries TopCo, Ltd., Common Shares   5/20/2019       626,356       6,828        
Praesidiad, Ltd., 10.149%   2/21/2025       107,695       64,183        
Praesidiad, Ltd., 10.149%   2/21/2025       425,308       252,330       0.1  
Praesidiad, Ltd., 10.149%   11/8/2023       691,270       401,897       0.1  
Praesidiad, Ltd., 10.149%   6/6/2024       347,928       200,279       0.1  
Praesidiad, Ltd., 10.149%   6/11/2024       343,044       200,279       0.1  
Prosafe SE, 11.000%   07/09/2025       11,503,990       11,820,349       3.1  
Prosafe SE, 11.000%   07/21/2025       5,619,690       5,296,558       1.4  
Quintis Australia Pty, Ltd., Common Shares   10/30/2019                    
REED BIDCO LIMITED   4/10/2026             14,870        
Standard Profil Automotive GmbH, 8.500%   11/04/2025       17,416,219       15,675,589       4.1  
Takko Luxembourg TL, 15.000%   2/23/2023       4,147,107       21,035,434       5.5  
Takko, A Shares   2/23/2023                    
Takko, B Shares   2/23/2023                    
Takko, C Shares   2/23/2023                    
Takko, D Shares   2/23/2023                    
Takko, E Shares   2/23/2023                    
Takko, F Shares   2/23/2023                    
Takko, G Shares   2/23/2023                    
Takko, H Shares   2/23/2023                    
Takko, I Shares   2/23/2023                    
Takko, J Shares   2/23/2023                    
Varta AG, 11.885%   3/25/2025       1,652,296       1,660,272       0.5  
Varta AG, 5.635%   3/26/2025       4,859,752       4,539,203       1.2  
Varta AG, 5.635%   3/26/2025       384,797       360,610       0.1  
Varta AG, 5.635%   3/26/2025       303,372              
Varta AG, 9.885%   3/26/2025       3,944,098       2,864,884       0.8  
Varta Consumer Batteries GmbH, 11.885%   3/25/2025       4,882,492       4,980,815       1.3  
VARTA AKTIENGESELLSCHAFT   3/26/2025             517,211       0.2  
Total         $ 157,144,428     $ 149,216,137       39.0 %

 

6