# EDGAR Filing Document

**Accession Number:** 0001492374
**File Stem:** 0001145549-23-009424
**Filing Date:** 2023-2
**Character Count:** 101668
**Document Hash:** 9dd6339abc5ec9535c2dca2d49ed0acb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009424.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009424

**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:** Destra Investment Trust
- **CENTRAL INDEX KEY:** 0001492374
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22417
- **FILM NUMBER:** 23664043

**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

## Series and Classes Contracts Data

### Destra Flaherty & Crumrine Preferred and Income Fund (Series ID: S000055298)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000174035 | Class A      | DPIAX           |
| C000174036 | Class C      | DPICX           |
| C000174037 | Class I      | DPIIX           |

## Nport-Ex

---

| |
|:---|
| **Destra Flaherty** **& Crumrine Preferred and Income Fund** |
| **Schedule of Investments** |
| **As of December 31, 2022 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or** |  |  | |
| **Principal** |  | **Moody's** | |
| **Amount** |  | **Ratings<sup>(1)</sup>** | **Value** |
|  | **PREFERRED SECURITIES – 71.9%** |  |  |
|  | **BANKS – 28.9%** |  |  |
| 575000 | American AgCredit Corp., 5.250% to 06/15/26 then USD 5 Year Tsy + 4.500%, Series A<sup>(2)(3)</sup> | BB+<sup>(4)</sup> | $502406 |
|  | Bank of America Corp. |  |  |
| 2100000 | &nbsp;&nbsp;&nbsp;6.125% to 04/27/27 then USD 5 Year Tsy + 3.231%, Series TT<sup>(3)</sup> | Baa3 | 2065875 |
| 2525000 | &nbsp;&nbsp;&nbsp;6.500% to 10/23/24 then 3-Month USD Libor + 4.174%, Series Z<sup>(3)</sup> | Baa3 | 2496801 |
| 1030000 | Capital One Financial Corp., 3.950% to 09/01/26 then USD 5 Year Tsy + 3.157%, Series M<sup>(3)</sup> | Baa3 | 811517 |
|  | Citigroup, Inc. |  |  |
| 300000 | &nbsp;&nbsp;&nbsp;4.000% to 12/10/25 then USD 5 Year Tsy + 3.597%, Series W<sup>(3)</sup> | Ba1 | 262086 |
| 1575000 | &nbsp;&nbsp;&nbsp;4.150% to 11/15/26 then USD 5 Year Tsy + 3.000%, Series Y<sup>(3)</sup> | Ba1 | 1289813 |
| 1125000 | &nbsp;&nbsp;&nbsp;4.700% to 01/30/25 then SOFR Rate + 3.234%, Series V<sup>(3)</sup> | Ba1 | 937914 |
| 4560000 | &nbsp;&nbsp;&nbsp;5.950% to 05/15/25 then 3-Month USD Libor + 3.905%, Series P<sup>(3)</sup> | Ba1 | 4172400 |
| 1000000 | &nbsp;&nbsp;&nbsp;6.250% to 08/15/26 then 3-Month USD Libor + 4.517%, Series T<sup>(3)</sup> | Ba1 | 972500 |
| 93199 | &nbsp;&nbsp;&nbsp;6.875% to 11/15/23 then 3-Month USD Libor + 4.130%, Series K<sup>(3)</sup> | Ba1 | 2332771 |
| 137754 | Citizens Financial Group, Inc., 6.350% to 04/06/24 then 3-Month USD Libor + 3.642%, Series D<sup>(3)</sup> | BB+<sup>(4)</sup> | 3237219 |
|  | CoBank ACB |  |  |
| 11790 | &nbsp;&nbsp;&nbsp;6.200% to 01/01/25 then 3-Month USD Libor + 3.744%, Series H<sup>(2)(3)</sup> | BBB+<sup>(4)</sup> | 1125945 |
| 500000 | &nbsp;&nbsp;&nbsp;6.250% to 10/01/26 then 3-Month USD Libor + 4.660%, Series I<sup>(2)(3)</sup> | BBB+<sup>(4)</sup> | 485750 |
| 250000 | Compeer Financial ACA, 4.875% to 08/15/26 then USD 5 Year Tsy + 4.100%, Series B-1<sup>(2)(3)</sup> | BB+<sup>(4)</sup> | 221563 |
| 42300 | ConnectOne Bancorp, Inc., 5.250% to 09/01/26 then USD 5 Year Tsy + 4.420%, Series A<sup>(3)</sup> | NR<sup>(5)</sup> | 862497 |
| 36000 | Dime Community Bancshares, Inc., 5.500%, Series A<sup>(3)</sup> | BB-<sup>(6)</sup> | 664920 |
| 25034 | Fifth Third Bancorp, 6.000%, Series A<sup>(3)</sup> | Baa3 | 560511 |
| 10800 | First Citizens BancShares, Inc., 5.375%, Series A<sup>(3)</sup> | Ba1 | 210384 |
| 17822 | First Horizon Corp., 6.500%, Series E<sup>(3)</sup> | Ba2 | 433966 |
|  | Goldman Sachs Group, Inc. |  |  |
| 1600000 | &nbsp;&nbsp;&nbsp;4.125% to 11/10/26 then USD 5 Year Tsy + 2.949%, Series V<sup>(3)</sup> | Ba1 | 1333845 |
| 925000 | &nbsp;&nbsp;&nbsp;4.400% to 02/10/25 then USD 5 Year Tsy + 2.850%, Series S<sup>(3)</sup> | Ba1 | 775172 |
| 2500000 | &nbsp;&nbsp;&nbsp;4.950% to 02/10/25 then USD 5 Year Tsy + 3.224%, Series R<sup>(3)</sup> | Ba1 | 2281213 |
|  | Huntington Bancshares, Inc. |  |  |
| 355000 | &nbsp;&nbsp;&nbsp;4.450% to 10/15/27 then USD 7 Year Tsy + 4.045%, Series G<sup>(3)</sup> | Baa3 | 318455 |
| 1050000 | &nbsp;&nbsp;&nbsp;5.625% to 07/15/30 then USD 10 Year Tsy + 4.945%, Series F<sup>(3)</sup> | Baa3 | 979988 |
|  | JPMorgan Chase & Co. |  |  |
| 500000 | &nbsp;&nbsp;&nbsp;3.650% to 06/01/26 then USD 5 Year Tsy + 2.850%, Series KK<sup>(3)</sup> | Baa2 | 429375 |
| 325000 | &nbsp;&nbsp;&nbsp;6.750% to 02/01/24 then 3-Month USD Libor + 3.780%, Series S<sup>(3)</sup> | Baa2 | 323949 |
|  | KeyCorp |  |  |
| 3740000 | &nbsp;&nbsp;&nbsp;5.000% to 09/15/26 then 3-Month USD Libor + 3.606%, Series D<sup>(3)</sup> | Baa3 | 3263778 |
| 24728 | &nbsp;&nbsp;&nbsp;6.125% to 12/15/26 then 3-Month USD Libor + 3.892%, Series E<sup>(3)</sup> | Baa3 | 573195 |
| 25800 | &nbsp;&nbsp;&nbsp;6.200% to 12/15/27 then USD 5 Year Tsy + 3.132%, Series H<sup>(3)</sup> | Baa3 | 632874 |
|  | M&T Bank Corp. |  |  |
| 650000 | &nbsp;&nbsp;&nbsp;3.500% to 09/01/26 then USD 5 Year Tsy + 2.679%, Series I<sup>(3)</sup> | Baa2 | 505382 |
| 96311 | &nbsp;&nbsp;&nbsp;5.625% to 12/15/26 then 3-Month USD Libor + 4.020%, Series H<sup>(3)</sup> | Baa2 | 2253677 |
| 700000 | &nbsp;&nbsp;&nbsp;6.450% to 02/15/24 then 3-Month USD Libor + 3.610%, Series E<sup>(3)</sup> | Baa2 | 684650 |

---

---

| |
|:---|
| **Destra Flaherty** **& Crumrine Preferred and Income Fund** |
| **Schedule of Investments (continued)** |
| **As of December 31, 2022 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or** |  |  | |
| **Principal** |  | **Moody's** | |
| **Amount** |  | **Ratings<sup>(1)</sup>** | **Value** |
|  | **PREFERRED SECURITIES (continued)** |  |  |
|  | **BANKS (continued)** |  |  |
| 18791 | Merchants Bancorp, 6.000% to 10/01/24 then 3-Month USD Libor + 4.569%, Series B<sup>(3)</sup> | Ba3 | $382021 |
| 137936 | Morgan Stanley, 5.850% to 04/15/27 then 3-Month USD Libor + 3.491%, Series K<sup>(3)</sup> | Baa3 | 3173907 |
| 165623 | New York Community Bancorp, Inc., 6.375% to 03/17/27 then 3-Month USD Libor + 3.821%, Series A<sup>(3)</sup> | Ba2 | 3595675 |
|  | PNC Financial Services Group, Inc. |  |  |
| 476000 | &nbsp;&nbsp;&nbsp;3.400% to 09/15/26 then USD 5 Year Tsy + 2.595%, Series T<sup>(3)</sup> | Baa2 | 378420 |
| 1330000 | &nbsp;&nbsp;&nbsp;6.000% to 05/15/27 then USD 5 Year Tsy + 3.000%, Series U<sup>(3)</sup> | Baa2 | 1253022 |
| 610000 | &nbsp;&nbsp;&nbsp;6.200% to 09/15/27 then USD 5 Year Tsy + 3.238%, Series V<sup>(3)</sup> | Baa2 | 597648 |
| 90500 | Regions Financial Corp., 5.700% to 08/15/29 then 3-Month USD Libor + 3.148%, Series C<sup>(3)</sup> | Baa3 | 2061590 |
| 56000 | Signature Bank, 5.000%, Series A<sup>(3)</sup> | Ba1 | 860720 |
|  | SVB Financial Group |  |  |
| 725000 | &nbsp;&nbsp;&nbsp;4.000% to 05/15/26 then USD 5 Year Tsy + 3.202%, Series C<sup>(3)</sup> | Baa2 | 479421 |
| 350000 | &nbsp;&nbsp;&nbsp;4.100% to 02/15/31 then USD 10 Year Tsy + 3.064%, Series B<sup>(3)</sup> | Baa2 | 202062 |
| 550000 | &nbsp;&nbsp;&nbsp;4.250% to 11/15/26 then USD 5 Year Tsy + 3.074%, Series D<sup>(3)</sup> | Baa2 | 361858 |
| 46000 | Synchrony Financial, 5.625%, Series A<sup>(3)</sup> | BB-<sup>(4)</sup> | 788900 |
| 127922 | Synovus Financial Corp., 5.875% to 07/01/24 then USD 5 Year Tsy + 4.127%, Series E<sup>(3)</sup> | BB-<sup>(4)</sup> | 2782303 |
| 32043 | Texas Capital Bancshares, Inc., 5.750%, Series B<sup>(3)</sup> | Ba2 | 612983 |
| 1098000 | Truist Financial Corp., 4.800% to 09/01/24 then USD 5 Year Tsy + 3.003%, Series N<sup>(3)</sup> | Baa2 | 991222 |
|  | Valley National Bancorp |  |  |
| 30345 | &nbsp;&nbsp;&nbsp;6.250% to 06/30/25 then 3-Month USD Libor + 3.850%, Series A<sup>(3)</sup> | BB<sup>(4)</sup> | 738294 |
| 2022 | &nbsp;&nbsp;&nbsp;8.308%, 3-Month USD Libor + 3.578%, Series B<sup>(3)(8)</sup> | BB<sup>(4)</sup> | 50752 |
| 20300 | Washington Federal, Inc., 4.875%, Series A<sup>(3)</sup> | Baa3 | 358295 |
|  | Wells Fargo & Co. |  |  |
| 825000 | &nbsp;&nbsp;&nbsp;3.900% to 03/15/26 then USD 5 Year Tsy + 3.453%, Series BB<sup>(3)</sup> | Baa2 | 722609 |
| 38364 | &nbsp;&nbsp;&nbsp;4.250%, Series DD<sup>(3)</sup> | Baa2 | 631855 |
| 750000 | &nbsp;&nbsp;&nbsp;5.875% to 06/15/25 then 3-Month USD Libor + 3.990%, Series U<sup>(3)</sup> | Baa2 | 727538 |
| 267 | &nbsp;&nbsp;&nbsp;7.500%, Series L<sup>(3)(7)</sup> | Baa2 | 316395 |
| 43200 | WesBanco, Inc., 6.750% to 11/15/25 then USD 5 Year Tsy + 6.557%, Series A<sup>(3)</sup> | NR<sup>(5)</sup> | 1085184 |
| 12900 | Western Alliance Bancorp, 4.250% to 09/30/26 then USD 5 Year Tsy + 3.452%, Series A<sup>(3)</sup> | Ba1 | 260064 |
| 44000 | Wintrust Financial Corp., 6.875% to 07/15/25 then USD 5 Year Tsy + 6.507%, Series E<sup>(3)</sup> | BB<sup>(6)</sup> | 1146200 |
| 43000 | Zions Bancorp NA, 5.800% to 06/15/23 then 3-Month USD Libor + 3.800%, Series I<sup>(3)</sup> | BB+<sup>(4)</sup> | 42179 |
|  |  |  | **62603508** |
|  | **FINANCIAL SERVICES – 2.8%** |  |  |
| 450000 | AerCap Global Aviation Trust, 6.500% to 06/15/25 then 3-Month USD Libor + 4.300%, 06/15/45<sup>(2)</sup> | Ba1 | 427752 |
| 1545000 | AerCap Holdings, 5.875% to 10/10/24 then USD 5 Year Tsy + 4.535%, 10/10/79 | Ba2 | 1439260 |
|  | Ally Financial, Inc. |  |  |
| 1220000 | &nbsp;&nbsp;&nbsp;4.700% to 05/15/26 then USD 5 Year Tsy + 3.868%, Series B<sup>(3)</sup> | Ba2 | 819688 |
| 800000 | &nbsp;&nbsp;&nbsp;4.700% to 05/15/28 then USD 7 Year Tsy + 3.481%, Series C<sup>(3)</sup> | Ba2 | 503000 |

---

---

| |
|:---|
| **Destra Flaherty** **& Crumrine Preferred and Income Fund** |
| **Schedule of Investments (continued)** |
| **As of December 31, 2022 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or** |  |  | |
| **Principal** |  | **Moody's** | |
| **Amount** |  | **Ratings<sup>(1)</sup>** | **Value** |
| | **PREFERRED SECURITIES (continued)** |  | |
| | **FINANCIAL SERVICES (Continued)** |  | |
| 13400 | Carlyle Finance LLC, 4.625%, 05/15/61 | BBB<sup>(4)</sup> | $216946 |
| 800000 | Discover Financial Services, 6.125% to 09/23/25 then USD 5 Year Tsy + 5.783%, Series D<sup>(3)</sup> | Ba2 | 778474 |
|  | General Motors Financial Co., Inc. |  |  |
| 725000 | &nbsp;&nbsp;&nbsp;5.700% to 09/30/30 then USD 5 Year Tsy + 4.997%, Series C<sup>(3)</sup> | Ba2 | 616341 |
| 560000 | &nbsp;&nbsp;&nbsp;5.750% to 09/30/27 then 3-Month USD Libor + 3.598%, Series A<sup>(3)</sup> | Ba2 | 472862 |
| 600000 | &nbsp;&nbsp;&nbsp;6.500% to 09/30/28 then 3-Month USD Libor + 3.436%, Series B<sup>(3)</sup> | Ba2 | 520978 |
| 20000 | Stifel Financial Corp., 4.500%, Series D<sup>(3)</sup> | BB-<sup>(4)</sup> | 323000 |
|  |  |  | **6118301** |
|  | **INSURANCE – 18.2%** |  |  |
| 1151000 | ACE Capital Trust II, 9.700%, 04/01/30 | Baa1 | 1432608 |
| 92000 | American Equity Investment Life Holding Co., 5.950% to 12/01/24 then USD 5 Year Tsy + 4.322%, Series A<sup>(3)</sup> | BB<sup>(4)</sup> | 1850120 |
| 1387000 | American International Group, Inc., 8.175% to 05/15/38 then 3-Month USD Libor + 4.195%, 05/15/58 | Baa3 | 1541990 |
|  | Aspen Insurance Holdings, Ltd. |  |  |
| 25000 | &nbsp;&nbsp;&nbsp;5.625%<sup>(3)</sup> | Ba1 | 451750 |
| 18630 | &nbsp;&nbsp;&nbsp;5.950% to 07/01/23 then 3-Month USD Libor + 4.060%<sup>(3)</sup> | Ba1 | 433706 |
| 18003 | Assurant, Inc., 5.250%, 01/15/61 | Baa3 | 363481 |
|  | Athene Holding, Ltd. |  |  |
| 25200 | &nbsp;&nbsp;&nbsp;4.875%, Series D<sup>(3)</sup> | Baa3 | 429408 |
| 88000 | &nbsp;&nbsp;&nbsp;6.350% to 06/30/29 then 3-Month USD Libor + 4.253%, Series A<sup>(3)</sup> | Baa3 | 1887600 |
| 46249 | Axis Capital Holdings, Ltd., 5.500%, Series E<sup>(3)</sup> | Baa3 | 906480 |
| 735000 | Axis Specialty Finance LLC, 4.900% to 01/15/30 then USD 5 Year Tsy + 3.186%, 01/15/40 | Baa2 | 604321 |
| 15000 | CNO Financial Group, Inc., 5.125%, 11/25/60 | Ba1 | 253650 |
| 100435 | Delphi Financial Group, Inc., 7.796%, 3-Month USD Libor + 3.190%, 05/15/37<sup>(8)</sup> | BBB<sup>(4)</sup> | 2247233 |
|  | Enstar Finance LLC |  |  |
| 670000 | &nbsp;&nbsp;&nbsp;5.500% to 01/15/27 then USD 5 Year Tsy + 4.006%, 01/15/42 | BB+<sup>(4)</sup> | 536436 |
| 825000 | &nbsp;&nbsp;&nbsp;5.750% to 09/01/25 then USD 5 Year Tsy + 5.468%, 09/01/40 | BB+<sup>(4)</sup> | 752235 |
| 45400 | Enstar Group, Ltd., 7.000% to 09/01/28 then 3-Month USD Libor + 4.015%, Series D<sup>(3)</sup> | BB+<sup>(4)</sup> | 971560 |
| 125000 | Equitable Holdings, Inc., 4.950% to 12/15/25 then USD 5 Year Tsy + 4.736%, Series B<sup>(3)</sup> | Baa3 | 118150 |
| 196000 | Everest Reinsurance Holdings, Inc., 6.991%, 3-Month USD Libor + 2.385%, 05/15/37<sup>(8)</sup> | Baa2 | 165703 |
| 1370000 | Global Atlantic Fin Co., 4.700% to 10/15/26 then USD 5 Year Tsy + 3.796%, 10/15/51<sup>(2)</sup> | Baa3 | 1045698 |
| 875000 | Kuvare U.S. Holdings, Inc., 7.000% to 05/01/26 then USD 5 Year Tsy + 6.541%, 02/17/51, Series A<sup>(2)</sup> | NR<sup>(5)</sup> | 888125 |
|  | Liberty Mutual Group, Inc. |  |  |
| 830000 | &nbsp;&nbsp;&nbsp;4.125% to 12/15/26 then USD 5 Year Tsy + 3.315%, 12/15/51<sup>(2)</sup> | Baa3 | 677247 |
| 7103000 | &nbsp;&nbsp;&nbsp;7.800% to 03/15/37 then 3-Month USD Libor + 3.576%, 3/15/37<sup>(2)</sup> | Baa3 | 7887065 |
|  | Lincoln National Corp. |  |  |
| 15900 | &nbsp;&nbsp;&nbsp;9.000%, Series D<sup>(3)</sup> | Baa3 | 433593 |
| 400000 | &nbsp;&nbsp;&nbsp;9.250% to 03/01/28 then USD 5 Year Tsy + 5.318%, Series C<sup>(3)</sup> | Baa3 | 422328 |

---

---

| |
|:---|
| **Destra Flaherty** **& Crumrine Preferred and Income Fund** |
| **Schedule of Investments (continued)** |
| **As of December 31, 2022 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or** |  |  | |
| **Principal** |  | **Moody's** | |
| **Amount** |  | **Ratings<sup>(1)</sup>** | **Value** |
|  | **PREFERRED SECURITIES (continued)** |  |  |
|  | **INSURANCE (continued)** |  |  |
|  | MetLife, Inc. |  |  |
| 1605000 | &nbsp;&nbsp;&nbsp;9.250% to 04/08/38 then 3-Month USD Libor + 5.540%, 04/08/38<sup>(2)</sup> | Baa2 | $1871916 |
| 1937000 | &nbsp;&nbsp;&nbsp;10.750% to 08/01/39 then 3-Month USD Libor + 7.548%, 08/01/39 | Baa2 | 2577721 |
| 4500000 | Provident Financing Trust I, 7.405%, 03/15/38 | Ba1 | 4718565 |
| 540000 | Prudential Financial, Inc., 6.000% to 09/01/32 then USD 5 Year Tsy + 3.234%, 09/01/52 | Baa1 | 525370 |
| 29219 | Reinsurance Group of America, Inc., 5.750% to 06/15/26 then 3-Month USD Libor + 4.040%, 06/15/56 | Baa2 | 675543 |
| 12837 | RenaissanceRe Holdings, Ltd., 4.200%, Series G<sup>(3)</sup> | Baa2 | 208345 |
|  | SBL Holdings, Inc. |  |  |
| 1275000 | &nbsp;&nbsp;&nbsp;6.500% to 11/13/26 then USD 5 Year Tsy + 5.620%, Series B<sup>(2)(3)</sup> | BB<sup>(4)</sup> | 988125 |
| 1175000 | &nbsp;&nbsp;&nbsp;7.000% to 05/13/25 then USD 5 Year Tsy + 5.580%, Series A<sup>(2)(3)</sup> | BB<sup>(4)</sup> | 956156 |
| 23000 | Voya Financial, Inc., 5.350% to 09/15/29 then USD 5 Year Tsy + 3.210%, Series B<sup>(3)</sup> | Ba2 | 501170 |
|  |  |  | **39323398** |
|  | **UTILITIES – 10.0%** |  |  |
|  | Algonquin Power & Utilities Corp. |  |  |
| 1500000 | &nbsp;&nbsp;&nbsp;4.750% to 04/18/27 then USD 5 Year Tsy + 3.249%, 01/18/82, Series 2022-B | BB+<sup>(4)</sup> | 1217168 |
| 24895 | &nbsp;&nbsp;&nbsp;6.200% to 07/01/24 then 3-Month USD Libor + 4.010%, 07/01/79, Series 2019-A | BB+<sup>(4)</sup> | 530761 |
| 1070000 | American Electric Power Co., Inc., 3.875% to 02/15/27 then USD 5 Year Tsy + 2.675%, 02/15/62 | Baa3 | 836024 |
| 3549000 | ComEd Financing III, 6.350%, 03/15/33 | Baa2 | 3511657 |
| 725000 | Dominion Energy, Inc., 4.350% to 04/15/27 then USD 5 Year Tsy + 3.195%, Series C<sup>(3)</sup> | Ba1 | 612576 |
|  | Edison International |  |  |
| 1775000 | &nbsp;&nbsp;&nbsp;5.000% to 03/15/27 then USD 5 Year Tsy + 3.901%, Series B<sup>(3)</sup> | Ba2 | 1495438 |
| 490000 | &nbsp;&nbsp;&nbsp;5.375% to 03/15/26 then USD 5 Year Tsy + 4.698%, Series A<sup>(3)</sup> | Ba2 | 415256 |
| 2806000 | Emera, Inc., 6.750% to 06/15/26 then 3-Month USD Libor + 5.440%, 06/15/76, Series 2016-A | Ba2 | 2704900 |
| 140000 | NextEra Energy Capital Holdings, Inc., 5.650% to 05/01/29 then 3-Month USD Libor + 3.156%, 05/01/79, Series O | Baa2 | 127740 |
| 285000 | NiSource, Inc., 5.650% to 06/15/23 then USD 5 Year Tsy + 2.843%, Series A<sup>(3)</sup> | Ba1 | 267188 |
| 21587 | SCE Trust II, 5.100%, Series G<sup>(3)</sup> | Ba1 | 384464 |
| 121730 | SCE Trust V, 5.450% to 03/15/26 then 3-Month USD Libor + 3.790%, Series K<sup>(3)</sup> | Ba1 | 2366431 |
| 192087 | SCE Trust VI, 5.000%, Series L<sup>(3)</sup> | Ba1 | 3344235 |
|  | Sempra Energy |  |  |
| 1450000 | &nbsp;&nbsp;&nbsp;4.125% to 04/01/27 then USD 5 Year Tsy + 2.868%, 04/01/52 | Baa3 | 1138578 |
| 1300000 | &nbsp;&nbsp;&nbsp;4.875% to 10/15/25 then USD 5 Year Tsy + 4.550%, Series C<sup>(3)</sup> | Ba1 | 1205334 |
| 1350000 | Southern California Edison Co., 8.639%, 3-Month USD Libor + 4.199%, Series E<sup>(3)(8)</sup> | Ba1 | 1326375 |
| 175000 | Vistra Corp., 7.000% to 12/15/26 then USD 5 Year Tsy + 5.740%, Series B<sup>(2)(3)</sup> | Ba3 | 159491 |
|  |  |  | **21643616** |
|  | **ENERGY – 6.9%** |  |  |
| 3900 | DCP Midstream LP, 7.875% to 06/15/23 then 3-Month USD Libor + 4.919%, Series B<sup>(3)</sup> | Ba3 | 95550 |
|  | Enbridge, Inc. |  |  |
| 340000 | &nbsp;&nbsp;&nbsp;5.750% to 07/15/30 then USD 5 Year Tsy + 5.314%, 07/15/80, Series 2020-A | Baa3 | 308284 |
| 1252000 | &nbsp;&nbsp;&nbsp;6.000% to 01/15/27 then 3-Month USD Libor + 3.890%, 01/15/77, Series 2016-A | Baa3 | 1153249 |
|  | Energy Transfer LP |  |  |
| 1387000 | &nbsp;&nbsp;&nbsp;7.125% to 05/15/30 then USD 5 Year Tsy + 5.306%, Series G<sup>(3)</sup> | Ba2 | 1161612 |
| 180186 | &nbsp;&nbsp;&nbsp;7.375% to 05/15/23 then 3-Month USD Libor + 4.530%, Series C<sup>(3)</sup> | Ba2 | 3922649 |
| 160236 | &nbsp;&nbsp;&nbsp;7.600% to 05/15/24 then 3-Month USD Libor + 5.161%, Series E<sup>(3)</sup> | Ba2 | 3507566 |
| 1600 | &nbsp;&nbsp;&nbsp;7.625% to 08/15/23 then 3-Month USD Libor + 4.738%, Series D<sup>(3)</sup> | Ba2 | 35200 |

---

---

| |
|:---|
| **Destra Flaherty** **& Crumrine Preferred and Income Fund** |
| **Schedule of Investments (continued)** |
| **As of December 31, 2022 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or** |  |  | |
| **Principal** |  | **Moody's** | |
| **Amount** |  | **Ratings<sup>(1)</sup>** | **Value** |
|  | **PREFERRED SECURITIES (continued)** |  | |
|  | **ENERGY (continued)** |  |  |
| 1765000 | MPLX LP, 6.875% to 02/15/23 then 3-Month USD Libor + 4.652%, Series B<sup>(3)</sup> | BB+<sup>(4)</sup> | $1747350 |
|  | Transcanada Trust |  |  |
| 2065000 | &nbsp;&nbsp;&nbsp;5.500% to 09/15/29 then SOFR Rate + 4.416%, 09/15/79 | Baa3 | 1790293 |
| 1350000 | &nbsp;&nbsp;&nbsp;5.875% to 08/15/26 then 3-Month USD Libor + 4.640%, 08/15/76, Series 2016-A | Baa3 | 1286669 |
|  |  |  | **15008422** |
|  | **COMMUNICATIONS – 1.6%** |  |  |
| 33000 | AT&T, Inc., 4.750%, Series C<sup>(3)</sup> | Ba1 | 575520 |
| 940000 | British Telecommunications PLC, 4.875% to 11/23/31 then USD 5 Year Tsy + 3.493%, 11/23/81<sup>(2)</sup> | Ba1 | 740818 |
| 1720000 | Paramount Global, 6.375% to 03/30/27 then USD 5 Year Tsy + 3.999%, 03/30/62 | Baa3 | 1408415 |
| 700000 | Vodafone Group PLC, 7.000% to 04/04/29 then USD 5 Year Swap + 4.873%, 04/04/79 | Ba1 | 700652 |
|  |  |  | **3425405** |
|  | **MISCELLANEOUS – 1.8%** |  |  |
| 370000 | Apollo Management Holdings LP, 4.950% to 12/17/24 then USD 5 Year Tsy + 3.266%, 01/14/50<sup>(2)</sup> | BBB<sup>(4)</sup> | 314276 |
|  | Land O' Lakes, Inc. |  |  |
| 700000 | &nbsp;&nbsp;&nbsp;7.250%, Series B<sup>(2)(3)</sup> | BB<sup>(4)</sup> | 602000 |
| 3115000 | &nbsp;&nbsp;&nbsp;8.000%, Series A<sup>(2)(3)</sup> | BB<sup>(4)</sup> | 2930748 |
|  |  |  | **3847024** |
|  | **REITS – 1.7%** |  |  |
|  | Arbor Realty Trust, Inc. |  |  |
| 62500 | &nbsp;&nbsp;&nbsp;6.250% to 10/12/26 then SOFR Rate + 5.440%, Series F<sup>(3)</sup> | NR<sup>(5)</sup> | 1131875 |
| 16549 | &nbsp;&nbsp;&nbsp;6.375%, Series D<sup>(3)</sup> | NR<sup>(5)</sup> | 285636 |
| 87394 | KKR Real Estate Finance Trust, Inc., 6.500%, Series A<sup>(3)</sup> | NR<sup>(5)</sup> | 1442001 |
| 26000 | New York Mortgage Trust, Inc., 6.875% to 10/15/26 then SOFR Rate + 6.130%, Series F<sup>(3)</sup> | NR<sup>(5)</sup> | 433420 |
| 20598 | TPG RE Finance Trust, Inc., 6.250%, Series C<sup>(3)</sup> | NR<sup>(5)</sup> | 361701 |
|  |  |  | **3654633** |
|  | **TOTAL PREFERRED SECURITIES** |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $177,759,584) |  | **155624307** |
|  | **CONTINGENT CAPITAL SECURITIES – 25.0%** |  |  |
|  | **BANKS – 23.1%** |  |  |
| 4207000 | Australia & New Zealand Banking Group, Ltd., 6.750% to 06/15/26 then USD 5 Year Swap + 5.168%<sup>(2)(3)</sup> | Baa2 | 4195401 |
|  | Banco Bilbao Vizcaya Argentaria SA |  |  |
| 2600000 | &nbsp;&nbsp;&nbsp;6.125% to 11/16/27 then USD 5 Year Swap + 3.870%<sup>(3)</sup> | Ba2 | 2220218 |
| 800000 | &nbsp;&nbsp;&nbsp;6.500% to 03/05/25 then USD 5 Year Tsy + 5.192%, Series 9<sup>(3)</sup> | Ba2 | 768005 |
|  | Banco Mercantil del Norte SA |  |  |
| 750000 | &nbsp;&nbsp;&nbsp;6.625% to 01/24/32 then USD 10 Year Tsy + 5.034%<sup>(2)(3)</sup> | Ba2 | 621582 |
| 900000 | &nbsp;&nbsp;&nbsp;7.500% to 06/27/29 then USD 10 Year Tsy + 5.470%<sup>(2)(3)</sup> | Ba2 | 825989 |
| 640000 | &nbsp;&nbsp;&nbsp;7.625% to 01/10/28 then USD 10 Year Tsy + 5.353%<sup>(2)(3)</sup> | Ba2 | 598595 |
| 10400000 | Banco Santander SA, 4.750% to 05/12/27 then USD 5 Year Tsy + 3.753%<sup>(2)(3)</sup> | Ba1 | 8447275 |

---

---

| |
|:---|
| **Destra Flaherty** **& Crumrine Preferred and Income Fund** |
| **Schedule of Investments (continued)** |
| **As of December 31, 2022 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or** |  |  | |
| **Principal** |  | **Moody's** | |
| **Amount** |  | **Ratings<sup>(1)</sup>** | **Value** |
|  | **CONTINGENT CAPITAL SECURITIES (continued)** |  |  |
|  | **BANKS (continued)** |  |  |
|  | Barclays PLC |  |  |
| 400000 | &nbsp;&nbsp;&nbsp;4.375% to 09/15/28 then USD 5 Year Tsy + 3.410%<sup>(3)</sup> | Ba2 | $306000 |
| 1270000 | &nbsp;&nbsp;&nbsp;6.125% to 06/15/26 then USD 5 Year Tsy + 5.867%<sup>(3)</sup> | Ba2 | 1160463 |
| 700000 | &nbsp;&nbsp;&nbsp;8.000% to 06/15/24 then USD 5 Year Tsy + 5.672%<sup>(3)</sup> | Ba2 | 681874 |
| 380000 | &nbsp;&nbsp;&nbsp;8.000% to 09/15/29 then USD 5 Year Tsy + 5.431%<sup>(3)</sup> | Ba2 | 356250 |
| 600000 | BBVA Bancomer SA Texas, 5.875% to 09/13/29 then USD 5 Year Tsy + 4.308%, 09/13/34<sup>(2)</sup> | Baa3 | 554933 |
|  | BNP Paribas SA |  |  |
| 425000 | &nbsp;&nbsp;&nbsp;4.625% to 02/25/31 then USD 5 Year Tsy + 3.340%<sup>(2)(3)</sup> | Ba1 | 329419 |
| 3000000 | &nbsp;&nbsp;&nbsp;7.375% to 08/19/25 then USD 5 Year Swap + 5.150%<sup>(2)(3)</sup> | Ba1 | 2968416 |
| 765000 | &nbsp;&nbsp;&nbsp;7.750% to 08/16/29 then USD 5 Year Tsy + 4.899%<sup>(2)(3)</sup> | Ba1 | 757350 |
|  | Credit Agricole SA |  |  |
| 450000 | &nbsp;&nbsp;&nbsp;4.750% to 09/23/29 then USD 5 Year Tsy + 3.237%<sup>(2)(3)</sup> | BBB-<sup>(4)</sup> | 361763 |
| 500000 | &nbsp;&nbsp;&nbsp;8.125% to 12/23/25 then USD 5 Year Swap + 6.185%<sup>(2)(3)</sup> | Baa3 | 508100 |
|  | Credit Suisse Group AG |  |  |
| 500000 | &nbsp;&nbsp;&nbsp;5.100% to 01/24/30 then USD 5 Year Tsy + 3.293%<sup>(2)(3)</sup> | B1 | 290584 |
| 1000000 | &nbsp;&nbsp;&nbsp;5.250% to 08/11/27 then USD 5 Year Tsy + 4.889%<sup>(2)(3)</sup> | B1 | 653287 |
| 1100000 | &nbsp;&nbsp;&nbsp;6.375% to 08/21/26 then USD 5 Year Tsy + 4.822%<sup>(2)(3)</sup> | B1 | 791063 |
| 2750000 | &nbsp;&nbsp;&nbsp;7.250% to 09/12/25 then USD 5 Year Swap + 4.332%<sup>(2)(3)</sup> | B1 | 1977272 |
|  | HSBC Holdings PLC |  |  |
| 1500000 | &nbsp;&nbsp;&nbsp;4.700% to 09/09/31 then USD 5 Year Tsy + 3.250%<sup>(3)</sup> | Baa3 | 1192339 |
| 325000 | &nbsp;&nbsp;&nbsp;6.000% to 05/22/27 then USD 5 Year Swap + 3.746%<sup>(3)</sup> | Baa3 | 299101 |
| 850000 | &nbsp;&nbsp;&nbsp;6.500% to 03/23/28 then USD 5 Year Swap + 3.606%<sup>(3)</sup> | Baa3 | 784700 |
|  | ING Groep |  |  |
| 2550000 | &nbsp;&nbsp;&nbsp;3.875% to 11/16/27 then USD 5 Year Tsy + 2.862%<sup>(3)</sup> | Ba1 | 1870728 |
| 4885000 | &nbsp;&nbsp;&nbsp;6.750% to 04/16/24 then USD 5 Year Swap + 4.204%<sup>(3)</sup> | Ba1 | 4710483 |
| 1900000 | Lloyds Banking Group PLC, 7.500% to 09/27/25 then USD 5 Year Swap + 4.496%<sup>(3)</sup> | Baa3 | 1837693 |
| 1530000 | Macquarie Bank, Ltd., 6.125% to 03/08/27 then USD 5 Year Swap + 3.703%<sup>(2)(3)</sup> | Ba1 | 1319919 |
| 350000 | NatWest Group PLC, 4.600% to 12/28/31 then USD 5 Year Tsy + 3.100%<sup>(3)</sup> | Baa3 | 251450 |
|  | Societe Generale SA |  |  |
| 900000 | &nbsp;&nbsp;&nbsp;4.750% to 05/26/26 then USD 5 Year Tsy + 3.931%<sup>(2)(3)</sup> | Ba2 | 766213 |
| 900000 | &nbsp;&nbsp;&nbsp;5.375% to 11/18/30 then USD 5 Year Tsy + 4.514%<sup>(2)(3)</sup> | Ba2 | 731373 |
| 250000 | &nbsp;&nbsp;&nbsp;6.750% to 04/06/28 then USD 5 Year Swap + 3.929%<sup>(2)(3)</sup> | Ba2 | 224488 |
| 750000 | &nbsp;&nbsp;&nbsp;8.000% to 09/29/25 then USD 5 Year Swap + 5.873%<sup>(2)(3)</sup> | Ba2 | 751406 |
| 700000 | &nbsp;&nbsp;&nbsp;9.375% to 05/22/28 then USD 5 Year Tsy + 5.385%<sup>(2)(3)</sup> | Ba2 | 720099 |
|  | Standard Chartered PLC |  |  |
| 400000 | &nbsp;&nbsp;&nbsp;4.750% to 07/14/31 then USD 5 Year Tsy + 3.805%<sup>(2)(3)</sup> | Ba1 | 306544 |
| 250000 | &nbsp;&nbsp;&nbsp;7.750% to 04/02/23 then USD 5 Year Swap + 5.723%<sup>(2)(3)</sup> | Ba1 | 248658 |
| 1910000 | &nbsp;&nbsp;&nbsp;7.750% to 02/15/28 then USD 5 Year Tsy + 4.976%<sup>(2)(3)</sup> | Ba1 | 1892417 |
|  | UBS Group AG |  |  |
| 600000 | &nbsp;&nbsp;&nbsp;4.375% to 02/10/31 then USD 5 Year Tsy + 3.313%<sup>(2)(3)</sup> | Baa3 | 457355 |
| 800000 | &nbsp;&nbsp;&nbsp;4.875% to 02/12/27 then USD 5 Year Tsy + 3.404%<sup>(2)(3)</sup> | BB<sup>(4)</sup> | 680000 |
| 1600000 | &nbsp;&nbsp;&nbsp;7.000% to 01/31/24 then USD 5 Year Swap + 4.344%<sup>(2)(3)</sup> | Baa3 | 1578394 |
|  |  |  | **49997199** |
|  | **FINANCIAL SERVICES – 0.2%** |  |  |
| 400000 | Deutsche Bank AG, 6.000% to 04/30/26 then USD 5 Year Tsy + 4.524%<sup>(3)</sup> | Ba2 | **341168** |

---

---

| |
|:---|
| **Destra Flaherty** **& Crumrine Preferred and Income Fund** |
| **Schedule of Investments (continued)** |
| **As of December 31, 2022 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or** |  |  | |
| **Principal** |  | **Moody's** | |
| **Amount** |  | **Ratings<sup>(1)</sup>** | **Value** |
|  | **CONTINGENT CAPITAL SECURITIES (continued)** |  |  |
|  | **INSURANCE – 1.7%** |  |  |
|  | QBE Insurance Group, Ltd. |  |  |
| 600000 | &nbsp;&nbsp;&nbsp;5.875% to 05/12/25 then USD 5 Year Tsy + 5.513%<sup>(2)(3)</sup> | Baa2 | $567204 |
| 3150000 | &nbsp;&nbsp;&nbsp;7.500% to 11/24/23 then USD 10 Year Swap + 6.030%, 11/24/43<sup>(2)</sup> | Baa1 | 3150148 |
|  |  |  | **3717352** |
|  | **TOTAL CONTINGENT CAPITAL SECURITIES** |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $62,089,547) |  | **54055719** |
|  | **CORPORATE DEBT SECURITIES – 0.8%** |  |  |
|  | **BANKS – 0.2%** |  |  |
| 575000 | Texas Capital Bancshares, Inc., 4.000% to 05/06/26 then USD 5 Year Tsy + 3.150%, 05/06/31 | Baa3 | **511610** |
|  | **COMMUNICATIONS – 0.4%** |  |  |
|  | Qwest Corp. |  |  |
| 12347 | &nbsp;&nbsp;&nbsp;6.500%, 09/01/56 | Ba2 | 206195 |
| 36585 | &nbsp;&nbsp;&nbsp;6.750%, 06/15/57 | Ba2 | 636579 |
|  |  |  | **842774** |
|  | **INSURANCE – 0.2%** |  |  |
| 460000 | Universal Insurance Holdings, Inc., 5.625%, 11/30/26 | NR<sup>(5)</sup> | 404968 |
|  | **TOTAL CORPORATE DEBT SECURITIES** |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $2,242,952) |  | **1759352** |
|  | **SHORT-TERM INVESTMENTS – 1.1%** |  |  |
|  | **MONEY MARKET FUND – 1.1%** |  |  |
| 2302344 | Fidelity Investments Money Market Treasury Portfolio – Class I, 4.13%<sup>(9)</sup> |  | 2302344 |
|  | **TOTAL SHORT-TERM INVESTMENTS** |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $2,302,344) |  | **2302344** |
|  | **TOTAL INVESTMENTS – 98.8%** |  |  |
|  | &nbsp;&nbsp;&nbsp;(Cost $244,394,427) |  | **213741722** |
|  | Other Assets In Excess Of Liabilities – 1.2% |  | 2518372 |
|  | **TOTAL NET ASSETS – 100.0%** |  | $**216260094** |

---

<sup>(1)</sup> Moody's Rating, unaudited.

<sup>(2)</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 $59,100,328 representing 27.3% of net assets.

<sup>(3)</sup> Security is perpetual in nature with no stated maturity date.

<sup>(4)</sup> Standard & Poor's Rating.

<sup>(5)</sup> Security is unrated by Moody's, S&P and Fitch.

<sup>(6)</sup> Fitch's Rating.

<sup>(7)</sup> Convertible security.

<sup>(8)</sup> The interest rate shown reflects the rate in effect as of December 31, 2022.

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

Libor – London Interbank Offered Rate

LLC – Limited Liability Company

LP – Limited Partnership

PLC – Public Limited Company

SA – Corporation

SOFR – Secured Overnight Financing Rate

Tsy – United States Government Treasury Yield

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Destra Investment Trust

- **b. Investment Company Act file number:** 811-22417

- **c. CIK number of Registrant:** 0001492374

- **d. LEI of Registrant:** 549300EE9KGVWPFMAY56

- **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:** Destra Flaherty & Crumrine Preferred Dividend and Income Fund

- **b. EDGAR series identifier (if any):** S000055298

- **c. LEI of Series:** 549300K5Z0UR6KCW6039

**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:** $216869261.46

**Total Liabilities:** $495909.72

**Net Assets:** $216373351.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 418.475086841763 | **10-Year:** 5186.001197679705 | **30-Year:** 1015.405308814532

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

- **3-Month:** 0.000000000000 | **1-Year:** 36.668910432598 | **5-Year:** 98.873845697402 | **10-Year:** 8487.458955949345 | **30-Year:** 4487.263064750655

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174035 | -1.37%               | 3.06%                | -0.48%               |
| Class ID C000174036 | -1.36%               | 2.91%                | -0.48%               |
| Class ID C000174037 | -1.36%               | 3.09%                | -0.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-307480.74              | $-3550429.49                               |
| Month 2  | $-648599.90              | $6296666.82                                |
| Month 3  | $-248524.11              | $-1835624.96                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                    | AT&T, Inc.                                                 | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     33000 | NS      | $575520.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ACE CAPITAL TRUST II        | ACE Capital Trust II                                       | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1432608.26   | 0.66%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T    | AerCap Global Aviation Trust                               | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    450000 | PA      | $427752.00    | 0.20%             | 2045-06-15      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV          | AerCap Holdings                                            | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |   1545000 | PA      | $1439260.20   | 0.67%             | 2079-10-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY     | Algonquin Power & Utilities Corp.                          | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     24895 | NS      | $530761.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY     | Algonquin Power & Utilities Corp.                          | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1217167.50   | 0.56%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC          | Ally Financial, Inc.                                       | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   1220000 | PA      | $819687.50    | 0.38%             | 2169-08-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC          | Ally Financial, Inc.                                       | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    800000 | PA      | $503000.00    | 0.23%             | 2169-08-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| AMER AGCREDIT ACA           | American AgCredit Corp.                                    | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    575000 | PA      | $502406.25    | 0.23%             | 2169-09-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER     | American Electric Power Co., Inc.                          | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $836024.17    | 0.39%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EQUITY INVESTME    | American Equity Investment Life Holding Co.                | CUSIP: 025676503<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     92000 | NS      | $1850120.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTL GROUP         | American International Group, Inc.                         | CUSIP: 026874BS5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1541990.32   | 0.71%             | 2058-05-15      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN    | Apollo Management Holdings LP                              | CUSIP: 03765HAE1<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    370000 | PA      | $314276.15    | 0.15%             | 2050-01-14      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC      | Arbor Realty Trust, Inc.                                   | CUSIP: 038923850<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |     62500 | NS      | $1131875.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY TRUST INC      | Arbor Realty Trust, Inc.                                   | CUSIP: 038923876<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |     16549 | NS      | $285635.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                | Assurant, Inc.                                             | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |     18003 | NS      | $363480.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD          | Athene Holding, Ltd.                                       | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     25200 | NS      | $429408.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST & NZ BANKING GRP/UK    | Australia & New Zealand Banking Group, Ltd./United Kingdom | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4207000 | PA      | $4195401.30   | 1.94%             | 2066-12-15      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AXIS CAPITAL HLDGS LTD      | Axis Capital Holdings, Ltd.                                | CUSIP: 05461T305<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     46249 | NS      | $906480.40    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS SPECIALTY FINANCE      | AXIS Specialty Finance LLC                                 | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $604320.68    | 0.28%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS      | BBVA Bancomer SA/Texas                                     | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $554933.40    | 0.26%             | 2034-09-13      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                 | BNP Paribas SA                                             | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2968416.00   | 1.37%             | 2167-02-19      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                 | BNP Paribas SA                                             | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    765000 | PA      | $757350.00    | 0.35%             | 2171-02-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                 | BNP Paribas SA                                             | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $329418.78    | 0.15%             | 2169-08-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG    | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $2220218.00   | 1.03%             | 2167-02-16      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG    | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $768004.80    | 0.35%             | 2167-12-05      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE    | Banco Mercantil del Norte SA/Grand Cayman                  | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    640000 | PA      | $598594.56    | 0.28%             | 2166-10-06      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA          | Banco Santander SA                                         | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10400000 | PA      | $8447275.20   | 3.90%             | 2169-08-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE    | Banco Mercantil del Norte SA/Grand Cayman                  | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    900000 | PA      | $825988.50    | 0.38%             | 2167-09-27      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE    | Banco Mercantil del Norte SA/Grand Cayman                  | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    750000 | PA      | $621582.00    | 0.29%             | 2170-01-24      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP        | Bank of America Corp.                                      | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2525000 | PA      | $2496800.80   | 1.15%             | 2049-10-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP        | Bank of America Corp.                                      | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2100000 | PA      | $2065875.00   | 0.95%             | 2170-07-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                | Barclays PLC                                               | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $681874.20    | 0.32%             | 2167-09-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                | Barclays PLC                                               | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1270000 | PA      | $1160462.50   | 0.54%             | 2168-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                | Barclays PLC                                               | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $306000.00    | 0.14%             | 2169-12-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                | Barclays PLC                                               | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $356250.00    | 0.16%             | 2170-11-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO    | British Telecommunications PLC                             | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    940000 | PA      | $740817.76    | 0.34%             | 2081-11-23      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC     | CNO Financial Group, Inc.                                  | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     15000 | NS      | $253650.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO    | Capital One Financial Corp.                                | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   1030000 | PA      | $811517.43    | 0.38%             | 2169-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC         | Carlyle Finance LLC                                        | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     13400 | NS      | $216946.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC               | Citigroup, Inc.                                            | CUSIP: 172967341<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     93199 | NS      | $2332770.97   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC               | Citigroup, Inc.                                            | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   4560000 | PA      | $4172400.00   | 1.93%             | 2166-11-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC               | Citigroup, Inc.                                            | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1000000 | PA      | $972500.00    | 0.45%             | 2049-12-29      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC               | Citigroup, Inc.                                            | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1125000 | PA      | $937913.63    | 0.43%             | 2168-07-30      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC               | Citigroup, Inc.                                            | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    300000 | PA      | $262086.00    | 0.12%             | 2169-03-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC               | Citigroup, Inc.                                            | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1575000 | PA      | $1289813.18   | 0.60%             | 2170-02-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP    | Citizens Financial Group, Inc.                             | CUSIP: 174610204<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |    137754 | NS      | $3237219.00   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB                  | CoBank ACB                                                 | CUSIP: 19075Q862<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | USGA              | US        |     11790 | NS      | $1125945.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB                  | CoBank ACB                                                 | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |    500000 | PA      | $485750.00    | 0.22%             | 2166-10-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| COMED FINANCING III         | ComEd Financing III                                        | CUSIP: 20035AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3549000 | PA      | $3511657.42   | 1.62%             | 2033-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA       | Compeer Financial ACA                                      | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |    250000 | PA      | $221562.75    | 0.10%             | 2169-08-15      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC      | ConnectOne Bancorp, Inc.                                   | CUSIP: 20786W503<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EP               | CORP              | US        |     42300 | NS      | $862497.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA          | Credit Agricole SA                                         | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $508100.00    | 0.23%             | 2167-03-23      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA          | Credit Agricole SA                                         | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $361763.10    | 0.17%             | 2170-03-23      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG      | Credit Suisse Group AG                                     | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2750000 | PA      | $1977272.00   | 0.91%             | 2167-03-12      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG      | Credit Suisse Group AG                                     | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1100000 | PA      | $791062.80    | 0.37%             | 2068-02-21      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG      | Credit Suisse Group AG                                     | CUSIP: 225401AN8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $290583.50    | 0.13%             | 2168-07-24      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG      | Credit Suisse Group AG                                     | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $653287.00    | 0.30%             | 2169-02-11      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM LP            | DCP Midstream LP                                           | CUSIP: 23311P209<br>LEI: 52990024YYS3MLGW0E91 | Long             | EP               | CORP              | US        |      3900 | NS      | $95550.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DELPHI FINANCIAL GROUP      | Delphi Financial Group, Inc.                               | CUSIP: 247131303<br>LEI: 5493001NGT0EEYMZG011 | Long             | EP               | CORP              | US        |    100435 | NS      | $2247233.13   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG            | Deutsche Bank AG                                           | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $341168.00    | 0.16%             | 2168-04-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| DIME COMMUNITY BANCSHARE    | Dime Community Bancshares, Inc.                            | CUSIP: 25432X201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     36000 | NS      | $664920.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS      | Discover Financial Services                                | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EP               | CORP              | US        |    800000 | PA      | $778474.40    | 0.36%             | 2169-03-23      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC         | Dominion Energy, Inc.                                      | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |    725000 | PA      | $612576.43    | 0.28%             | 2171-04-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL        | Edison International                                       | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |    490000 | PA      | $415256.38    | 0.19%             | 2169-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL        | Edison International                                       | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |   1775000 | PA      | $1495437.50   | 0.69%             | 2170-03-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERA INC                   | Emera, Inc.                                                | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   2806000 | PA      | $2704899.82   | 1.25%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                | Enbridge, Inc.                                             | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1252000 | PA      | $1153248.50   | 0.53%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                | Enbridge, Inc.                                             | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $308284.12    | 0.14%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP          | Energy Transfer LP                                         | CUSIP: 29273V407<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    180186 | NS      | $3922649.22   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP          | Energy Transfer LP                                         | CUSIP: 29273V506<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      1600 | NS      | $35200.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP          | Energy Transfer LP                                         | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    160236 | NS      | $3507566.04   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP          | Energy Transfer LP                                         | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1387000 | PA      | $1161612.50   | 0.54%             | 2168-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD            | Enstar Group, Ltd.                                         | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |     45400 | NS      | $971560.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR FINANCE LLC          | Enstar Finance LLC                                         | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $752235.00    | 0.35%             | 2040-09-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC          | Enstar Finance LLC                                         | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $536435.50    | 0.25%             | 2042-01-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC      | Equitable Holdings, Inc.                                   | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    125000 | PA      | $118150.00    | 0.05%             | 2168-12-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG    | Everest Reinsurance Holdings, Inc.                         | CUSIP: 299808AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $165703.30    | 0.08%             | 2037-05-15      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP         | Fifth Third Bancorp                                        | CUSIP: 316773886<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     25034 | NS      | $560511.26    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE    | First Citizens BancShares, Inc.                            | CUSIP: 319626305<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |     10800 | NS      | $210384.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP          | First Horizon Corp.                                        | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |     17822 | NS      | $433965.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO      | General Motors Financial Co., Inc.                         | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |    560000 | PA      | $472862.32    | 0.22%             | 2167-03-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO      | General Motors Financial Co., Inc.                         | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |    600000 | PA      | $520978.20    | 0.24%             | 2167-03-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO      | General Motors Financial Co., Inc.                         | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |    725000 | PA      | $616340.63    | 0.28%             | 2169-03-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC             | Global Atlantic Fin Co.                                    | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1045697.71   | 0.48%             | 2051-10-15      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC     | Goldman Sachs Group, Inc.                                  | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1600000 | PA      | $1333844.80   | 0.62%             | 2170-05-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC     | Goldman Sachs Group, Inc.                                  | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2500000 | PA      | $2281212.50   | 1.05%             | 2168-08-10      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC     | Goldman Sachs Group, Inc.                                  | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    925000 | PA      | $775172.20    | 0.36%             | 2168-08-10      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC           | HSBC Holdings PLC                                          | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $299100.75    | 0.14%             | 2166-11-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC           | HSBC Holdings PLC                                          | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $784699.60    | 0.36%             | 2166-09-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC           | HSBC Holdings PLC                                          | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1192339.50   | 0.55%             | 2169-09-09      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES       | Huntington Bancshares, Inc.                                | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |   1050000 | PA      | $979988.10    | 0.45%             | 2168-10-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES       | Huntington Bancshares, Inc.                                | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |    355000 | PA      | $318454.88    | 0.15%             | 2169-01-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                | ING Groep                                                  | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2550000 | PA      | $1870728.45   | 0.86%             | 2169-11-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO         | JPMorgan Chase & Co.                                       | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    325000 | PA      | $323948.63    | 0.15%             | 2049-01-29      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO         | JPMorgan Chase & Co.                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    500000 | PA      | $429375.00    | 0.20%             | 2169-09-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| KKR REAL ESTATE FIN         | KKR Real Estate Finance Trust, Inc.                        | CUSIP: 48251K209<br>LEI: 549300K23AYZDZ2REL62 | Long             | EP               | CORP              | US        |     87394 | NS      | $1442001.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                     | KeyCorp                                                    | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     24728 | NS      | $573195.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                     | KeyCorp                                                    | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     25800 | NS      | $632874.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                     | KeyCorp                                                    | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   3740000 | PA      | $3263778.32   | 1.51%             | 2066-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| KUVARE US HOLDINGS INC      | Kuvare U.S. Holdings, Inc.                                 | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | EP               | CORP              | US        |    875000 | PA      | $888125.00    | 0.41%             | 2051-02-17      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LAND O'LAKES INC            | Land O' Lakes, Inc.                                        | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | EP               | CORP              | US        |   3115000 | PA      | $2930747.75   | 1.35%             | 2167-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LAND O'LAKES INC            | Land O' Lakes, Inc.                                        | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | EP               | CORP              | US        |    700000 | PA      | $602000.00    | 0.28%             | 2167-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC    | Liberty Mutual Group, Inc.                                 | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   7103000 | PA      | $7887064.66   | 3.65%             | 2037-03-07      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC    | Liberty Mutual Group, Inc.                                 | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    830000 | PA      | $677246.80    | 0.31%             | 2051-12-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP       | Lincoln National Corp.                                     | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |     15900 | NS      | $433593.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP       | Lincoln National Corp.                                     | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |    400000 | PA      | $422328.00    | 0.20%             | 2171-03-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC    | Lloyds Banking Group PLC                                   | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1837693.30   | 0.85%             | 2166-12-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION        | M&T Bank Corp.                                             | CUSIP: 55261F872<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     96311 | NS      | $2253677.40   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION        | M&T Bank Corp.                                             | CUSIP: 55261FAG9<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    700000 | PA      | $684650.40    | 0.32%             | 2049-12-29      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION        | M&T Bank Corp.                                             | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    650000 | PA      | $505381.50    | 0.23%             | 2170-03-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                     | MPLX LP                                                    | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EP               | CORP              | US        |   1765000 | PA      | $1747350.00   | 0.81%             | 2168-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LONDON       | Macquarie Bank, Ltd./London                                | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |   1530000 | PA      | $1319918.76   | 0.61%             | 2167-09-08      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS BANCORP           | Merchants Bancorp                                          | CUSIP: 58844R603<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |     18791 | NS      | $382021.03    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                 | MetLife, Inc.                                              | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1937000 | PA      | $2577720.86   | 1.19%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                 | MetLife, Inc.                                              | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1871916.32   | 0.87%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY              | Morgan Stanley                                             | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    137936 | NS      | $3173907.36   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC           | NatWest Group PLC                                          | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $251449.80    | 0.12%             | 2169-09-30      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| NY COMMUNITY BANCORP INC    | New York Community Bancorp, Inc.                           | CUSIP: 649445202<br>LEI: 529900HVXOTLY61GL030 | Long             | EP               | CORP              | US        |    165623 | NS      | $3595675.33   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST     | New York Mortgage Trust, Inc.                              | CUSIP: 649604865<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |     26000 | NS      | $433420.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL      | NextEra Energy Capital Holdings, Inc.                      | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127739.64    | 0.06%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                | NiSource, Inc.                                             | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |    285000 | PA      | $267187.50    | 0.12%             | 2167-06-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES      | PNC Financial Services Group, Inc.                         | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |    476000 | PA      | $378420.00    | 0.17%             | 2169-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES      | PNC Financial Services Group, Inc.                         | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   1330000 | PA      | $1253022.26   | 0.58%             | 2170-08-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES      | PNC Financial Services Group, Inc.                         | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |    610000 | PA      | $597647.50    | 0.28%             | 2170-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCING TR I    | Provident Financing Trust I                                | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4718565.00   | 2.18%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC    | Prudential Financial, Inc.                                 | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    540000 | PA      | $525369.78    | 0.24%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD     | QBE Insurance Group, Ltd.                                  | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $567204.60    | 0.26%             | 2165-05-12      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD     | QBE Insurance Group, Ltd.                                  | CUSIP: 74737EAA2<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   3150000 | PA      | $3150148.05   | 1.46%             | 2043-11-24      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| QWEST CORP                  | Qwest Corp.                                                | CUSIP: 74913G873<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     36585 | NS      | $636579.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| QWEST CORP                  | Qwest Corp.                                                | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     12347 | NS      | $206194.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP      | Regions Financial Corp.                                    | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     90500 | NS      | $2061590.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER     | Reinsurance Group of America, Inc.                         | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     29219 | NS      | $675543.28    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SBL HOLDINGS INC            | SBL Holdings, Inc.                                         | CUSIP: 78397DAA6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1175000 | PA      | $956156.25    | 0.44%             | 2168-05-13      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SBL HOLDINGS INC            | SBL Holdings, Inc.                                         | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1275000 | PA      | $988125.00    | 0.46%             | 2169-11-13      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SCE TRUST II                | SCE Trust II                                               | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     21587 | NS      | $384464.47    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST V                 | SCE Trust V                                                | CUSIP: 78409W201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    121730 | NS      | $2366431.20   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST VI                | SCE Trust                                                  | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    192087 | NS      | $3344234.67   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP         | SVB Financial Group                                        | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | EP               | CORP              | US        |    350000 | PA      | $202062.35    | 0.09%             | 2169-05-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP         | SVB Financial Group                                        | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | EP               | CORP              | US        |    725000 | PA      | $479420.75    | 0.22%             | 2169-08-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP         | SVB Financial Group                                        | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | EP               | CORP              | US        |    550000 | PA      | $361858.20    | 0.17%             | 2170-02-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY               | Sempra Energy                                              | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |   1300000 | PA      | $1205334.00   | 0.56%             | 2168-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY               | Sempra Energy                                              | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1138577.70   | 0.53%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK NEW YORK     | Signature Bank/New York                                    | CUSIP: 82669G203<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EP               | CORP              | US        |     56000 | NS      | $860720.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE            | Societe Generale SA                                        | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $224487.50    | 0.10%             | 2163-04-06      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE            | Societe Generale SA                                        | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $751406.25    | 0.35%             | 2167-03-29      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE            | Societe Generale SA                                        | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $731373.30    | 0.34%             | 2169-05-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE            | Societe Generale SA                                        | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $766213.20    | 0.35%             | 2169-11-26      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE            | Societe Generale SA                                        | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $720099.10    | 0.33%             | 2177-05-22      | Variable      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON         | Southern California Edison Co.                             | CUSIP: 842400FU2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | EP               | CORP              | US        |   1350000 | PA      | $1326375.00   | 0.61%             | 2049-08-29      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC      | Standard Chartered PLC                                     | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $248658.25    | 0.11%             | 2167-04-02      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC      | Standard Chartered PLC                                     | CUSIP: 853254BX7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $306544.40    | 0.14%             | 2169-07-14      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC      | Standard Chartered PLC                                     | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1910000 | PA      | $1892416.54   | 0.87%             | 2171-02-15      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP       | Stifel Financial Corp.                                     | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |     20000 | NS      | $323000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP      | Synovus Financial Corp.                                    | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |    127922 | NS      | $2782303.50   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL         | Synchrony Financial                                        | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     46000 | NS      | $788900.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST INC    | TPG RE Finance Trust, Inc.                                 | CUSIP: 87266M206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20598 | NS      | $361700.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES    | Texas Capital Bancshares, Inc.                             | CUSIP: 88224Q305<br>LEI: 549300466Q2SXRX0YM48 | Long             | EP               | CORP              | US        |     32043 | NS      | $612982.59    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES    | Texas Capital Bancshares, Inc.                             | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    575000 | PA      | $511609.70    | 0.24%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST           | Transcanada Trust                                          | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1286668.80   | 0.59%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST           | Transcanada Trust                                          | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   2065000 | PA      | $1790293.05   | 0.83%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP       | Truist Financial Corp.                                     | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   1098000 | PA      | $991221.70    | 0.46%             | 2168-03-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                | UBS Group AG                                               | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $457355.40    | 0.21%             | 2069-08-10      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                | UBS Group AG                                               | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $680000.00    | 0.31%             | 2170-08-12      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                | UBS Group AG                                               | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1600000 | PA      | $1578393.60   | 0.73%             | 2167-07-31      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL INSURANCE HLDS    | Universal Insurance Holdings, Inc.                         | CUSIP: 91359VAC1<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | DBT              | CORP              | US        |    460000 | PA      | $404967.90    | 0.19%             | 2026-11-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP     | Valley National Bancorp                                    | CUSIP: 919794206<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |     30345 | NS      | $738293.85    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP     | Valley National Bancorp                                    | CUSIP: 919794305<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      2022 | NS      | $50752.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL            | Paramount Global                                           | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1408415.12   | 0.65%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                 | Vistra Corp.                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |    175000 | PA      | $159491.15    | 0.07%             | 2170-06-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC          | Vodafone Group PLC                                         | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $700652.40    | 0.32%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC          | Voya Financial, Inc.                                       | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |     23000 | NS      | $501170.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC      | Washington Federal, Inc.                                   | CUSIP: 938824307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20300 | NS      | $358295.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY       | Wells Fargo & Co.                                          | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       267 | NS      | $316395.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY       | Wells Fargo & Co.                                          | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    750000 | PA      | $727537.50    | 0.34%             | 2049-12-29      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY       | Wells Fargo & Co.                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    825000 | PA      | $722609.25    | 0.33%             | 2169-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY       | Wells Fargo & Co.                                          | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     38364 | NS      | $631855.08    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO INC                | WesBanco, Inc.                                             | CUSIP: 950810705<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     43200 | NS      | $1085184.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORP    | Western Alliance Bancorp                                   | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |     12900 | NS      | $260064.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP     | Wintrust Financial Corp.                                   | CUSIP: 97650W504<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |     44000 | NS      | $1146200.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORP NA            | Zions Bancorp NA                                           | CUSIP: 989701BD8<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EP               | CORP              | US        |     43000 | PA      | $42179.00     | 0.02%             | 2066-12-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD    | Aspen Insurance Holdings, Ltd.                             | CUSIP: G05384162<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     25000 | NS      | $451750.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                | ING Groep                                                  | CUSIP: N4578EKH0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4885000 | PA      | $4710483.38   | 2.18%             | 2167-04-16      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fidelity Treasury Portfolio | Fidelity Treasury Portfolio, Class I                       | CUSIP: 316175504<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2791079 | PA      | $2791078.58   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD    | Aspen Insurance Holdings, Ltd.                             | CUSIP: G05384154<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     18630 | NS      | $433706.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD          | Athene Holding, Ltd.                                       | CUSIP: G0684D305<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     88000 | NS      | $1887600.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS L    | RenaissanceRe Holdings, Ltd.                               | CUSIP: G7498P127<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     12837 | NS      | $208344.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-02-14

**Name of Applicant:** Destra Investment Trust

**Signature:** /s/ Derek Mullins

**Name of Signer:** Derek Mullins

**Title:** Chief Financial Officer