Form NPORT-P FLAHERTY & CRUMRINE TOTA For: Nov 30

January 21, 2022 1:27 PM EST

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    NPORT-P
    false
    
      
      
        
          0001245648
          XXXXXXXX
        
      
      
      
      
    
  
  
    
      Flaherty & Crumrine Total Return Fund Inc
      811-21380
      0001245648
      254900OFZ9J1RLHWZQ22
      301 East Colorado Boulevard
      Suite 800
      Pasadena
      
      91101
      626-795-7300
      Flaherty & Crumrine Total Return Fund Incorporated
      254900OFZ9J1RLHWZQ22
      2021-11-30
      2021-11-30
      N
    
    
      350838034.30
      120224517.23
      230613517.07
      0.00000000
      0.00000000
      118500000.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        054536AC1
        
          
          
        
        620000.00000000
        PA
        USD
        857150.00000000
        0.371682462888
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          6.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565AGF4
        
          
          
        
        560000.00000000
        PA
        USD
        648410.00000000
        0.281167386993
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189TAS6
        
          
          
        
        900000.00000000
        PA
        USD
        938677.50000000
        0.407034900610
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B202
        
          
          
        
        55500.00000000
        NS
        USD
        1456042.50000000
        0.631377778067
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ZIONS BANCORP NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701BF3
        
          
          
        
        1800000.00000000
        PA
        USD
        1954404.00000000
        0.847480245230
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNOVUS FINANCIAL CORP
        549300EIUS8UN5JTLE54
        Synovus Financial Corp
        87161C709
        
          
          
        
        91848.00000000
        NS
        USD
        2428690.74000000
        1.053143272283
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        COBANK ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075Q870
        
          
          
        
        9984.00000000
        NS
        USD
        1005888.00000000
        0.436179115942
        Long
        EP
        USGA
        US
        N
        2
        
          N
          N
          N
        
      
      
        ARCH CAPITAL GROUP LTD
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd
        03939A107
        
          
          
        
        11500.00000000
        NS
        USD
        294227.50000000
        0.127584672285
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBM1
        
          
          
        
        1390000.00000000
        PA
        USD
        1437781.25000000
        0.623459226617
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST REPUBLIC BANK
        YWC0TIKBQM2JV8L4IV08
        First Republic Bank/CA
        33616C720
        
          
          
        
        22000.00000000
        NS
        USD
        502150.00000000
        0.217745258985
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WASHINGTON FEDERAL INC
        0003065617
        Washington Federal Inc
        938824307
        
          
          
        
        25000.00000000
        NS
        USD
        635375.00000000
        0.275515073041
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746465
        
          
          
        
        106200.00000000
        NS
        USD
        2874313.62000000
        1.246376906487
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CONNECTONE BANCORP INC
        549300E2M5ZYAZKUK134
        ConnectOne Bancorp Inc
        20786W503
        
          
          
        
        47900.00000000
        NS
        USD
        1265757.50000000
        0.548865268645
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773886
        
          
          
        
        67291.00000000
        NS
        USD
        1767398.12000000
        0.766389647257
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        LEHMAN BROS HLDG-ESCROW
        N/A
        LEHMAN BROS HLDG-ESCROW
        000000000
        
          
        
        20000.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EP
        CORP
        US
        N
        N/A
        
          N
          N
          N
        
      
      
        PULTE GROUP INC
        N/A
        PulteGroup Inc
        745867AM3
        
          
          
        
        2160000.00000000
        PA
        USD
        3102440.40000000
        1.345298592821
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-06-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEARTLAND FINANCIAL USA
        549300QF7B0DFZT32C73
        Heartland Financial USA Inc
        42234Q201
        
          
          
        
        42600.00000000
        NS
        USD
        1199850.30000000
        0.520286197983
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAF8
        
          
          
        
        465000.00000000
        PA
        USD
        474544.13000000
        0.205774638030
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS CAPITAL BANCSHARES
        549300466Q2SXRX0YM48
        Texas Capital Bancshares Inc
        88224QAA5
        
          
          
        
        575000.00000000
        PA
        USD
        603536.77000000
        0.261709191060
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-05-06
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BM0
        
          
          
        
        1000000.00000000
        PA
        USD
        993813.45000000
        0.430943278011
        Long
        DBT
        CORP
        US
        N
        1
        
          2052-04-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN ALLIANCE BANCORP
        5493003VJXZ5JXT9S762
        Western Alliance Bancorp
        957638406
        
          
          
        
        25300.00000000
        NS
        USD
        656914.50000000
        0.284855158685
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        DELPHI FINANCIAL GROUP
        5493001NGT0EEYMZG011
        Delphi Financial Group Inc
        247131303
        
          
          
        
        224200.00000000
        NS
        USD
        5397615.00000000
        2.340545805197
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        KUVARE US HOLDINGS INC
        254900MGBERNLZXF7O58
        Kuvare US Holdings Inc
        50149XAA2
        
          
        
        1000000.00000000
        PA
        USD
        1088750.00000000
        0.472110227463
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-02-17
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AL2
        
          
          
        
        1500000.00000000
        PA
        USD
        1599375.00000000
        0.693530466175
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM LP
        52990024YYS3MLGW0E91
        DCP Midstream LP
        23311P209
        
          
          
        
        5200.00000000
        NS
        USD
        128487.32000000
        0.055715433176
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TRANSCANADA TRUST
        549300Y0MFCAXLBWUV51
        Transcanada Trust
        89356BAE8
        
          
          
        
        2250000.00000000
        PA
        USD
        2393437.50000000
        1.037856553427
        Long
        DBT
        CORP
        CA
        N
        2
        
          2079-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUSTAR LOGISTICS LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059T204
        
          
          
        
        45500.00000000
        NS
        USD
        1137045.00000000
        0.493052191582
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MK4
        
          
          
        
        450000.00000000
        PA
        USD
        450171.00000000
        0.195205816952
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HJQ4
        
          
          
        
        4791000.00000000
        PA
        USD
        5147330.63000000
        2.232016013370
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565AAN3
        
          
          
        
        7830000.00000000
        PA
        USD
        8806126.95000000
        3.818564957459
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NB3
        
          
          
        
        450000.00000000
        PA
        USD
        447750.00000000
        0.194156008584
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05962GAJ8
        
          
          
        
        710000.00000000
        PA
        USD
        761120.00000000
        0.330041365168
        Long
        DBT
        CORP
        MX
        N
        2
        
          N/A
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBC2
        
          
          
        
        940000.00000000
        PA
        USD
        1247478.09000000
        0.540938842549
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-11-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148B108
        
          
          
        
        33206.00000000
        NS
        USD
        918643.99000000
        0.398347851275
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        FULTON FINANCIAL CORP
        5493005QLZ6O1BNC0C11
        Fulton Financial Corp
        360271308
        
          
          
        
        11400.00000000
        NS
        USD
        295089.00000000
        0.127958241021
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        COMED FINANCING III
        N/A
        ComEd Financing III
        20035AAA2
        
          
          
        
        3394000.00000000
        PA
        USD
        4093158.06000000
        1.774899456026
        Long
        DBT
        CORP
        US
        N
        2
        
          2033-03-15
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273V605
        
          
          
        
        187800.00000000
        NS
        USD
        4541943.00000000
        1.969504241428
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        LAND O'LAKES INC
        4ONCJWH5BBCYSJIJYX61
        Land O' Lakes Inc
        514666AN6
        
          
          
        
        1500000.00000000
        PA
        USD
        1571767.50000000
        0.681559138410
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARBOR REALTY TRUST INC
        549300ASFUWYQO0RW077
        Arbor Realty Trust Inc
        038923850
        
          
          
        
        61000.00000000
        NS
        USD
        1531710.00000000
        0.664189167860
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAN1
        
          
          
        
        2450000.00000000
        PA
        USD
        2396786.00000000
        1.039308549842
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M&T BANK CORPORATION
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261FAN4
        
          
          
        
        725000.00000000
        PA
        USD
        701437.50000000
        0.304161485810
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL INC
        02005NBN9
        
          
          
        
        925000.00000000
        PA
        USD
        934250.00000000
        0.405115021820
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311RAH9
        
          
          
        
        750000.00000000
        PA
        USD
        718897.50000000
        0.311732594486
        Long
        DBT
        CORP
        US
        N
        2
        
          2043-05-21
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAH2
        
          
          
        
        6200000.00000000
        PA
        USD
        6231000.00000000
        2.701923147943
        Long
        DBT
        CORP
        ES
        N
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313AD7
        
          
          
        
        395000.00000000
        PA
        USD
        431293.00000000
        0.187019826712
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEOPLE'S UNITED FIN INC
        ROPY7PEPIPIDJNF0BO69
        People's United Financial Inc
        712704204
        
          
          
        
        23066.00000000
        NS
        USD
        634430.33000000
        0.275105439637
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        RENAISSANCERE HOLDINGS L
        EK6GB9U3U58PDI411C94
        RenaissanceRe Holdings Ltd
        75968N309
        
          
          
        
        10400.00000000
        NS
        USD
        270959.52000000
        0.117495072900
        Long
        EP
        CORP
        BM
        N
        1
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GRP/UK
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd/United Kingdom
        05254HAA2
        
          
          
        
        2550000.00000000
        PA
        USD
        2883629.25000000
        1.250416405177
        Long
        DBT
        CORP
        AU
        N
        2
        
          N/A
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565ASK0
        
          
          
        
        475000.00000000
        PA
        USD
        470250.00000000
        0.203912591930
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Liquidity Funds T-Fund
        5493002L9DNZ83RX7V61
        BlackRock Liquidity Funds T-Fund
        09248U718
        
          
          
        
        1506359.94000000
        NS
        USD
        1506359.94000000
        0.653196724606
        Long
        STIV
        RF
        US
        N
        1
        
          N
          N
          N
        
      
      
        TRANSCANADA TRUST
        549300Y0MFCAXLBWUV51
        Transcanada Trust
        89356BAB4
        
          
          
        
        300000.00000000
        PA
        USD
        327000.00000000
        0.141795677961
        Long
        DBT
        CORP
        CA
        N
        2
        
          2076-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STIFEL FINANCIAL CORP
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630862
        
          
          
        
        21000.00000000
        NS
        USD
        520695.00000000
        0.225786851792
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WINTRUST FINANCIAL CORP
        Q774KI4AW80FHFW33O61
        Wintrust Financial Corp
        97650W504
        
          
          
        
        48000.00000000
        NS
        USD
        1339920.00000000
        0.581024051419
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967341
        
          
          
        
        227619.00000000
        NS
        USD
        6150265.38000000
        2.666914523545
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HHA1
        
          
          
        
        2923000.00000000
        PA
        USD
        2926577.43000000
        1.269039849520
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Floating
          3.59863000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESBANCO INC
        0001070448
        WesBanco Inc
        950810705
        
          
          
        
        49000.00000000
        NS
        USD
        1350685.00000000
        0.585692034517
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        HSBC CAPITAL FUNDING USD
        213800HMY2DB765NHE46
        HSBC Capital Funding Dollar 1 LP
        40427LAB0
        
          
          
        
        1400000.00000000
        PA
        USD
        2268000.00000000
        0.983463601273
        Long
        DBT
        CORP
        JE
        
        N
        2
        
          N/A
          Fixed
          10.17600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83370RAB4
        
          
          
        
        1000000.00000000
        PA
        USD
        1011250.00000000
        0.438504218160
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        92857WBQ2
        
          
          
        
        900000.00000000
        PA
        USD
        1083981.25000000
        0.470042373826
        Long
        DBT
        CORP
        GB
        N
        1
        
          2079-04-04
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BL2
        
          
          
        
        500000.00000000
        PA
        USD
        531250.00000000
        0.230363773446
        Long
        DBT
        CORP
        GB
        N
        1
        
          N/A
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG RE FINANCE TRUST INC
        N/A
        TPG RE Finance Trust Inc
        87266M206
        
          
          
        
        28200.00000000
        NS
        USD
        669891.00000000
        0.290482105520
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CNO FINANCIAL GROUP INC
        11XPYHB76MPM4Y4P2897
        CNO Financial Group Inc
        12621E301
        
          
          
        
        16100.00000000
        NS
        USD
        406122.50000000
        0.176105245329
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967358
        
          
          
        
        155338.00000000
        NS
        USD
        4227943.08000000
        1.833345735201
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GROUP
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610AQ8
        
          
          
        
        1300000.00000000
        PA
        USD
        1352000.00000000
        0.586262252610
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALGONQUIN PWR & UTILITY
        549300K5VIUTJXQL7X75
        Algonquin Power & Utilities Corp
        015857808
        
          
          
        
        54010.00000000
        NS
        USD
        1497562.28000000
        0.649381831137
        Long
        EP
        CORP
        CA
        N
        1
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AN8
        
          
          
        
        280000.00000000
        PA
        USD
        277928.00000000
        0.120516786496
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEYCORP
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267702
        
          
          
        
        106968.00000000
        NS
        USD
        3149544.40000000
        1.365724108463
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        Northpointe Bancshares Inc
        549300EYMKMD4WKEKP72
        Northpointe Bancshares Inc
        66661N308
        
          
          
        
        67000.00000000
        NS
        USD
        1796605.00000000
        0.779054507656
        Long
        EP
        CORP
        US
        Y
        2
        
          N
          N
          N
        
      
      
        M&T BANK CORPORATION
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261FAG9
        
          
          
        
        3500000.00000000
        PA
        USD
        3742812.50000000
        1.622980537981
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCA2
        
          
          
        
        610000.00000000
        PA
        USD
        652547.50000000
        0.282961514264
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148BAE8
        
          
          
        
        830000.00000000
        PA
        USD
        879800.00000000
        0.381504090123
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        94988U128
        
          
          
        
        41000.00000000
        NS
        USD
        1044065.00000000
        0.452733652938
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        STERLING BANCORP/DE
        549300LQK6SKH5ZXO648
        Sterling Bancorp/DE
        85917A209
        
          
          
        
        13416.00000000
        NS
        USD
        347407.32000000
        0.150644821003
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        HUNTINGTON BANCSHARES
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150AV6
        
          
          
        
        405000.00000000
        PA
        USD
        432337.50000000
        0.187472748992
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBN4
        
          
          
        
        1720000.00000000
        PA
        USD
        1845233.20000000
        0.800140955935
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HCF0
        
          
          
        
        1180000.00000000
        PA
        USD
        1162264.60000000
        0.503988063998
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DJ3
        
          
          
        
        950000.00000000
        PA
        USD
        941450.00000000
        0.408237128491
        Long
        DBT
        CORP
        US
        N
        1
        
          2051-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCEAN SPRAY CRANBERRIES
        F58I6BK23LKYT8F1SB71
        Ocean Spray Cranberries Inc
        675022404
        
          
          
        
        34700.00000000
        NS
        USD
        3209750.00000000
        1.391830817542
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        639057AD0
        
          
          
        
        425000.00000000
        PA
        USD
        411718.75000000
        0.178531924420
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AY9
        
          
          
        
        775000.00000000
        PA
        USD
        728112.50000000
        0.315728457399
        Long
        DBT
        CORP
        NL
        N
        1
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVB FINANCIAL GROUP
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486QAG6
        
          
          
        
        400000.00000000
        PA
        USD
        393000.00000000
        0.170414989109
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH TELECOMMUNICATIO
        549300OWFMSO9NYV4H90
        British Telecommunications PLC
        11102AAG6
        
          
          
        
        900000.00000000
        PA
        USD
        897156.00000000
        0.389030101703
        Long
        DBT
        CORP
        GB
        N
        2
        
          2081-11-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BK4
        
          
          
        
        1400000.00000000
        PA
        USD
        1484000.00000000
        0.643500874907
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FT REAL ESTATE SECS CO
        0002671824
        FT Real Estate Securities Co Inc
        302663208
        
          
          
        
        3.00000000
        NS
        USD
        3918750.00000000
        1.699271599422
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM LP
        52990024YYS3MLGW0E91
        DCP Midstream LP
        23311PAA8
        
          
          
        
        1550000.00000000
        PA
        USD
        1538375.00000000
        0.667079284660
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BA7
        
          
          
        
        3510000.00000000
        PA
        USD
        3570740.55000000
        1.548365679239
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61763E207
        
          
          
        
        89000.00000000
        NS
        USD
        2437567.60000000
        1.056992508925
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBT1
        
          
          
        
        475000.00000000
        PA
        USD
        456874.00000000
        0.198112411538
        Long
        DBT
        CORP
        GB
        N
        1
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL ATLANTIC
        N/A
        Global Atlantic Fin Co
        37959GAC1
        
          
          
        
        1590000.00000000
        PA
        USD
        1638585.09000000
        0.710532977779
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-10-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        05946KAG6
        
          
          
        
        1000000.00000000
        PA
        USD
        1051250.00000000
        0.455849255219
        Long
        DBT
        CORP
        ES
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVIDENT FINANCING TR I
        N/A
        Provident Financing Trust I
        743863AA0
        
          
          
        
        5803000.00000000
        PA
        USD
        6999868.75000000
        3.035324572009
        Long
        DBT
        CORP
        US
        N
        2
        
          2038-03-15
          Fixed
          7.40500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475BC8
        
          
          
        
        400000.00000000
        PA
        USD
        386760.00000000
        0.167709163328
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
        
        3220000.00000000
        PA
        USD
        3269942.20000000
        1.417931716035
        Long
        DBT
        CORP
        GB
        N
        1
        
          N/A
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON CORP
        TF3RXI1ZB1TQ30H9JV10
        First Horizon Corp
        320517402
        
          
          
        
        21200.00000000
        NS
        USD
        580456.00000000
        0.251700770785
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83370RAA6
        
          
          
        
        1000000.00000000
        PA
        USD
        1048280.01000000
        0.454561390554
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE FINANCE LLC
        N/A
        Carlyle Finance LLC
        14314C105
        
          
          
        
        15400.00000000
        NS
        USD
        384461.00000000
        0.166712257323
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        HUNTINGTON BANCSHARES
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150AT1
        
          
          
        
        1175000.00000000
        PA
        USD
        1340968.75000000
        0.581478816609
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIONS FINANCIAL CORP
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EPAR1
        
          
          
        
        775000.00000000
        PA
        USD
        842812.50000000
        0.365465351167
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473P881
        
          
          
        
        40000.00000000
        NS
        USD
        1080072.00000000
        0.468347221673
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ENSTAR FINANCE LLC
        N/A
        Enstar Finance LLC
        29360AAA8
        
          
          
        
        575000.00000000
        PA
        USD
        595671.25000000
        0.258298497663
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-09-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAF6
        
          
          
        
        585000.00000000
        PA
        USD
        653445.00000000
        0.283350693533
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACE CAPITAL TRUST II
        N/A
        ACE Capital Trust II
        00440FAA2
        
          
          
        
        1440000.00000000
        PA
        USD
        2158431.62000000
        0.935951910982
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-04-01
          Fixed
          9.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273V506
        
          
          
        
        2100.00000000
        NS
        USD
        51271.29000000
        0.022232560628
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NAN5
        
          
          
        
        1500000.00000000
        PA
        USD
        1625943.65000000
        0.705051321647
        Long
        DBT
        CORP
        CA
        N
        2
        
          2077-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61762V200
        
          
          
        
        35823.00000000
        NS
        USD
        980833.74000000
        0.425314939237
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        251525AX9
        
          
          
        
        400000.00000000
        PA
        USD
        408484.00000000
        0.177129252955
        Long
        DBT
        CORP
        DE
        N
        2
        
          N/A
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90352JAF0
        
          
          
        
        2500000.00000000
        PA
        USD
        2678062.50000000
        1.161277332753
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        05946KAF8
        
          
          
        
        3000000.00000000
        PA
        USD
        3142500.00000000
        1.362669473986
        Long
        DBT
        CORP
        ES
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LONDON
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd/London
        556079AB7
        
          
          
        
        730000.00000000
        PA
        USD
        778972.05000000
        0.337782476889
        Long
        DBT
        CORP
        AU
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COBANK ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075QAC6
        
          
          
        
        609000.00000000
        PA
        USD
        675990.00000000
        0.293126790046
        Long
        DBT
        USGA
        US
        N
        2
        
          N/A
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALLEY NATIONAL BANCORP
        549300ET52S1UBIB9762
        Valley National Bancorp
        919794305
        
          
          
        
        38203.00000000
        NS
        USD
        968637.07000000
        0.420026146908
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BP3
        
          
          
        
        4265000.00000000
        PA
        USD
        4680986.78000000
        2.029797229352
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473PAG0
        
          
          
        
        440000.00000000
        PA
        USD
        454300.00000000
        0.196996258403
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QWEST CORP
        549300R2L4N683OO1509
        Qwest Corp
        74913G873
        
          
          
        
        41820.00000000
        NS
        USD
        1083355.46000000
        0.469771015057
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL INSURANCE
        CNC20I6IOMGF7KY49D67
        Liberty Mutual Insurance Co
        53079QAD9
        
          
          
        
        3000000.00000000
        PA
        USD
        4839268.98000000
        2.098432494974
        Long
        DBT
        CORP
        US
        N
        2
        
          2097-10-15
          Fixed
          7.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773605
        
          
          
        
        182242.00000000
        NS
        USD
        4969283.74000000
        2.154810265736
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MV0
        
          
          
        
        600000.00000000
        PA
        USD
        596250.00000000
        0.258549458668
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JM4
        
          
          
        
        1120000.00000000
        PA
        USD
        1193864.00000000
        0.517690383099
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EAN4
        
          
          
        
        6351000.00000000
        PA
        USD
        8908293.66000000
        3.862867091739
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-03-15
          Fixed
          7.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BH2
        
          
          
        
        1500000.00000000
        PA
        USD
        1583235.00000000
        0.686531743722
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61745VAB9
        
          
          
        
        640000.00000000
        PA
        USD
        660800.00000000
        0.286540012222
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QBE INSURANCE GROUP LTD
        549300D2FBW76FPUSG65
        QBE Insurance Group Ltd
        74737EAA2
        
          
          
        
        5300000.00000000
        PA
        USD
        5845953.00000000
        2.534956785826
        Long
        DBT
        CORP
        AU
        N
        2
        
          2043-11-24
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBA2
        
          
          
        
        1310000.00000000
        PA
        USD
        1408250.00000000
        0.610653710975
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816CH0
        
          
          
        
        775000.00000000
        PA
        USD
        766571.88000000
        0.332405441684
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
          
        
        1651000.00000000
        PA
        USD
        1691449.50000000
        0.733456356544
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AD0
        
          
          
        
        675000.00000000
        PA
        USD
        661533.75000000
        0.286858185246
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BX7
        
          
          
        
        450000.00000000
        PA
        USD
        438468.75000000
        0.190131417954
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MU2
        
          
          
        
        300000.00000000
        PA
        USD
        298464.00000000
        0.129421728523
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS SPECIALTY FINANCE
        N/A
        AXIS Specialty Finance LLC
        05463HAC5
        
          
          
        
        880000.00000000
        PA
        USD
        925568.77000000
        0.401350615419
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-01-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAND O'LAKES INC
        4ONCJWH5BBCYSJIJYX61
        Land O' Lakes Inc
        514666AM8
        
          
          
        
        4350000.00000000
        PA
        USD
        4699674.75000000
        2.037900817658
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AGCREDIT ACA
        0002558989
        American AgCredit Corp
        02369GAA3
        
          
        
        675000.00000000
        PA
        USD
        690187.50000000
        0.299283194137
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIONS BANCORP NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701818
        
          
          
        
        10900.00000000
        NS
        USD
        292610.50000000
        0.126883499162
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400FU2
        
          
          
        
        600000.00000000
        PA
        USD
        601332.07000000
        0.260753175980
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBM5
        
          
          
        
        940000.00000000
        PA
        USD
        936813.40000000
        0.406226578520
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-12-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCHANTS BANCORP
        54930008Y0GPVLF81889
        Merchants Bancorp/IN
        58844R603
        
          
          
        
        21000.00000000
        NS
        USD
        554505.00000000
        0.240447744366
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AJ7
        
          
          
        
        1100000.00000000
        PA
        USD
        1157475.00000000
        0.501911169261
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61762V606
        
          
          
        
        213700.00000000
        NS
        USD
        6056258.00000000
        2.626150486296
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ATHENE HOLDING LTD
        549300H316CT32FQXI76
        Athene Holding Ltd
        000000000
        
          
          
          
        
        120000.00000000
        NS
        USD
        3407400.00000000
        1.477536981913
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RBS6
        
          
          
        
        5335000.00000000
        PA
        USD
        7913922.94000000
        3.431682167007
        Long
        DBT
        CORP
        US
        N
        2
        
          2038-04-08
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARBOR REALTY TRUST INC
        549300ASFUWYQO0RW077
        Arbor Realty Trust Inc
        038923876
        
          
          
        
        15892.00000000
        NS
        USD
        400716.78000000
        0.173761184986
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAE9
        
          
          
        
        1025000.00000000
        PA
        USD
        1099312.50000000
        0.476690401311
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874BS5
        
          
          
        
        2150000.00000000
        PA
        USD
        3207251.75000000
        1.390747511572
        Long
        DBT
        CORP
        US
        N
        2
        
          2058-05-15
          Fixed
          8.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAU4
        
          
          
        
        2120000.00000000
        PA
        USD
        2141200.00000000
        0.928479833794
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83367TBU2
        
          
          
        
        6000000.00000000
        PA
        USD
        6580200.00000000
        2.853345321472
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CADENCE BANK
        Q7C315HKI8VX0SSKBS64
        Cadence Bank
        12740C202
        
          
          
        
        34400.00000000
        NS
        USD
        931036.00000000
        0.403721348093
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAG3
        
          
          
        
        670000.00000000
        PA
        USD
        726112.50000000
        0.314861205546
        Long
        DBT
        CORP
        MX
        N
        2
        
          2034-09-13
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK MORTGAGE TRUST
        549300JFGR0M7ULHWG48
        New York Mortgage Trust Inc
        649604865
        
          
          
        
        30000.00000000
        NS
        USD
        743700.00000000
        0.322487601528
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        SCE TRUST II
        N/A
        SCE Trust II
        78407R204
        
          
          
        
        176.00000000
        NS
        USD
        4430.80000000
        0.001921309755
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ATHENE HOLDING LTD
        549300H316CT32FQXI76
        Athene Holding Ltd
        04686J309
        
          
          
        
        31000.00000000
        NS
        USD
        859165.00000000
        0.372556219130
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AK4
        
          
          
        
        1000000.00000000
        PA
        USD
        1095000.00000000
        0.474820389503
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QBE INSURANCE GROUP LTD
        549300D2FBW76FPUSG65
        QBE Insurance Group Ltd
        74728GAE0
        
          
          
        
        675000.00000000
        PA
        USD
        728156.25000000
        0.315747428533
        Long
        DBT
        CORP
        AU
        N
        2
        
          N/A
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040H824
        
          
          
        
        17820.00000000
        NS
        USD
        461092.50000000
        0.199941662508
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        DISCOVER FINANCIAL SVS
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709AQ1
        
          
          
        
        880000.00000000
        PA
        USD
        969584.00000000
        0.420436760307
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRISTATE CAPITAL HLDGS
        5493003JKSPN0881WX29
        TriState Capital Holdings Inc
        89678F506
        
          
          
        
        21000.00000000
        NS
        USD
        557865.00000000
        0.241904727479
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        INDIANAPOLIS P&L
        2T85JNP2R2B2GTSFND21
        Indianapolis Power & Light Co
        455434878
        
          
          
        
        17800.00000000
        NS
        USD
        1848708.00000000
        0.801647719304
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        QWEST CORP
        549300R2L4N683OO1509
        Qwest Corp
        74913G881
        
          
          
        
        29941.00000000
        NS
        USD
        755261.73000000
        0.327501067411
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBC8
        
          
          
        
        380000.00000000
        PA
        USD
        419808.80000000
        0.182039979847
        Long
        DBT
        CORP
        CA
        N
        2
        
          2080-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSURANT INC
        H3F39CAXWQRVWURFXL38
        Assurant Inc
        04621X306
        
          
          
        
        19300.00000000
        NS
        USD
        511206.82000000
        0.221672530949
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        COMERICA INC
        I9Q57JVPWHHZ3ZGBW498
        Comerica Inc
        200340AU1
        
          
          
        
        1150000.00000000
        PA
        USD
        1250625.00000000
        0.542303424313
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPEER FINANCIAL ACA
        54930020HTACTODKHT04
        Compeer Financial ACA
        20453QAA0
        
          
        
        285000.00000000
        PA
        USD
        287850.00000000
        0.124819222939
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273V407
        
          
          
        
        106314.00000000
        NS
        USD
        2558446.41000000
        1.109408694904
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ENSTAR GROUP LTD
        213800AMAL5QFXVUCN04
        Enstar Group Ltd
        29359U109
        
          
          
          
        
        61000.00000000
        NS
        USD
        1743227.50000000
        0.755908639765
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDB9
        
          
          
        
        800000.00000000
        PA
        USD
        909000.00000000
        0.394165967177
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS CAPITAL BANCSHARES
        549300466Q2SXRX0YM48
        Texas Capital Bancshares Inc
        88224Q305
        
          
          
        
        35900.00000000
        NS
        USD
        924963.50000000
        0.401088154654
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        VOYA FINANCIAL INC
        549300T065Z4KJ686G75
        Voya Financial Inc
        929089209
        
          
          
        
        33000.00000000
        NS
        USD
        925072.50000000
        0.401135419880
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GROUP
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610204
        
          
          
        
        49100.00000000
        NS
        USD
        1324963.50000000
        0.574538525249
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AS6
        
          
          
        
        800000.00000000
        PA
        USD
        821560.00000000
        0.356249716165
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANZ SE
        529900K9B0N5BT694847
        Allianz SE
        018820AB6
        
          
          
        
        600000.00000000
        PA
        USD
        562680.00000000
        0.243992636315
        Long
        DBT
        CORP
        DE
        N
        2
        
          N/A
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE CAPITAL TRUST IV
        0004254959
        MetLife Capital Trust IV
        591560AA5
        
          
          
        
        577000.00000000
        PA
        USD
        786162.50000000
        0.340900442432
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-12-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05971PAB4
        
          
          
        
        492000.00000000
        PA
        USD
        526506.42000000
        0.228306834174
        Long
        DBT
        CORP
        MX
        N
        2
        
          N/A
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIONS FINANCIAL CORP
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EP704
        
          
          
        
        125350.00000000
        NS
        USD
        3426128.88000000
        1.485658309855
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        FIRST CITIZENS BANCSHARE
        549300N3Z00ZHE2XC526
        First Citizens BancShares Inc/NC
        319626305
        
          
          
        
        19620.00000000
        NS
        USD
        517379.40000000
        0.224349121670
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ASPEN INSURANCE HLDG LTD
        549300YX6HECG9XQCQ75
        Aspen Insurance Holdings Ltd
        000000000
        
          
          
          
        
        25000.00000000
        NS
        USD
        667625.00000000
        0.289499509171
        Long
        EP
        CORP
        BM
        N
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505FL3
        
          
          
        
        1990000.00000000
        PA
        USD
        2191487.50000000
        0.950285797573
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANNALY CAPITAL MGMT
        2DTL0G3FPRYUT58TI025
        Annaly Capital Management Inc
        035710870
        
          
          
        
        4540.00000000
        NS
        USD
        114674.95000000
        0.049726031438
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95002Y400
        
          
          
        
        53000.00000000
        NS
        USD
        1297705.00000000
        0.562718532932
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        EMERA INC
        NQZVQT2P5IUF2PGA1Q48
        Emera Inc
        290876AD3
        
          
          
        
        2940000.00000000
        PA
        USD
        3453030.00000000
        1.497323332938
        Long
        DBT
        CORP
        CA
        N
        2
        
          2076-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCM6
        
          
          
        
        1000000.00000000
        PA
        USD
        1120500.00000000
        0.485877850629
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746TD3
        
          
          
        
        925000.00000000
        PA
        USD
        931128.13000000
        0.403761298049
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COBANK ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075Q805
        
          
          
        
        25000.00000000
        NS
        USD
        2600000.00000000
        1.127427408867
        Long
        EP
        USGA
        US
        N
        2
        
          N
          N
          N
        
      
      
        SIGNATURE BANK NEW YORK
        VLP5AP0XK2GM6GKD1007
        Signature Bank/New York NY
        82669G203
        
          
          
        
        63000.00000000
        NS
        USD
        1607760.00000000
        0.697166419569
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        UNIVERSAL INSURANCE HOLDINGS 5.625%
        529900GGAZ6WVUCWQM46
        UNIVERSAL INSURANCE HOLDINGS 5.625%
        91359VAA5
        
          
        
        500000.00000000
        PA
        USD
        502816.03000000
        0.218034066861
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-11-30
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBL HOLDINGS INC
        N/A
        SBL Holdings Inc
        78397DAC2
        
          
          
        
        1500000.00000000
        PA
        USD
        1462500.00000000
        0.634177917487
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON BANK
        COOWI3L2W9TPYR3WJX37
        First Horizon Bank
        337158208
        
          
          
        
        875.00000000
        NS
        USD
        744843.75000000
        0.322983561182
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBN2
        
          
          
        
        1000000.00000000
        PA
        USD
        1028682.90000000
        0.446063575574
        Long
        DBT
        CORP
        US
        N
        2
        
          2077-08-16
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STIFEL FINANCIAL CORP
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630706
        
          
          
        
        29000.00000000
        NS
        USD
        761685.00000000
        0.330286363816
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        APOLLO MANAGEMENT HOLDIN
        5493006XQW0V5K38YM64
        Apollo Management Holdings LP
        03765HAE1
        
          
          
        
        440000.00000000
        PA
        USD
        456307.74000000
        0.197866866520
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-01-14
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38144GAB7
        
          
          
        
        300000.00000000
        PA
        USD
        311361.00000000
        0.135014202097
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIME COMMUNITY BANCSHARE
        0002487650
        Dime Community Bancshares Inc
        25432X201
        
          
          
        
        39000.00000000
        NS
        USD
        1010295.00000000
        0.438090105400
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SBL HOLDINGS INC
        N/A
        SBL Holdings Inc
        78397DAA6
        
          
          
        
        1300000.00000000
        PA
        USD
        1304875.00000000
        0.565827630825
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON BANCSHARES
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150AL8
        
          
          
        
        1400000.00000000
        PA
        USD
        1424500.00000000
        0.617700132281
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBG9
        
          
          
        
        2285000.00000000
        PA
        USD
        2505788.13000000
        1.086574699452
        Long
        DBT
        CORP
        GB
        N
        1
        
          N/A
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746804
        
          
          
        
        325.00000000
        NS
        USD
        477282.72000000
        0.206962161656
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48126HAA8
        
          
          
        
        750000.00000000
        PA
        USD
        779043.75000000
        0.337813567867
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AT4
        
          
          
        
        1733000.00000000
        PA
        USD
        1731925.54000000
        0.751007816889
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RAV0
        
          
          
        
        4130000.00000000
        PA
        USD
        7074538.02000000
        3.067703103392
        Long
        DBT
        CORP
        US
        N
        2
        
          2039-08-01
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASPEN INSURANCE HLDG LTD
        549300YX6HECG9XQCQ75
        Aspen Insurance Holdings Ltd
        000000000
        
          
          
          
        
        1883.00000000
        NS
        USD
        50916.32000000
        0.022078636433
        Long
        EP
        CORP
        BM
        N
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746556
        
          
          
        
        81100.00000000
        NS
        USD
        2119451.18000000
        0.919048981572
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SCE TRUST V
        N/A
        SCE Trust V
        78409W201
        
          
          
        
        44140.00000000
        NS
        USD
        1133418.09000000
        0.491479469373
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        COBANK ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075Q862
        
          
          
        
        17500.00000000
        NS
        USD
        1863750.00000000
        0.808170320490
        Long
        EP
        USGA
        US
        N
        2
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05973KAB3
        
          
          
        
        800000.00000000
        PA
        USD
        783024.00000000
        0.339539507461
        Long
        DBT
        CORP
        MX
        N
        2
        
          N/A
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        539439AU3
        
          
          
        
        2750000.00000000
        PA
        USD
        3126895.20000000
        1.355902828129
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR REAL ESTATE FIN
        549300K23AYZDZ2REL62
        KKR Real Estate Finance Trust Inc
        48251K209
        
          
          
        
        55536.00000000
        NS
        USD
        1430885.04000000
        0.620468851166
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        AMERICAN EQUITY INVESTME
        549300RK5RZQ740FPL83
        American Equity Investment Life Holding Co
        025676503
        
          
          
        
        67000.00000000
        NS
        USD
        1800792.50000000
        0.780870316224
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        AERCAP HOLDINGS NV
        549300SZYINBBLJQU475
        AerCap Holdings NV
        00774YAA7
        
          
          
        
        2530000.00000000
        PA
        USD
        2596665.50000000
        1.125981483215
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2079-10-10
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVEREST REINSURANCE HLDG
        N/A
        Everest Reinsurance Holdings Inc
        299808AE5
        
          
          
        
        1519000.00000000
        PA
        USD
        1473033.16000000
        0.638745368751
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-05-15
          Floating
          2.54100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NY COMMUNITY BANCORP INC
        529900HVXOTLY61GL030
        New York Community Bancorp Inc
        649445202
        
          
          
        
        235200.00000000
        NS
        USD
        6502104.00000000
        2.819480871117
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SVB FINANCIAL GROUP
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486QAJ0
        
          
          
        
        825000.00000000
        PA
        USD
        822566.25000000
        0.356686052253
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746RN3
        
          
          
        
        1250000.00000000
        PA
        USD
        1362500.00000000
        0.590815324839
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        Equitable Holdings Inc
        29452EAA9
        
          
          
        
        150000.00000000
        PA
        USD
        156840.00000000
        0.068009890310
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE HOLDING LTD
        549300H316CT32FQXI76
        Athene Holding Ltd
        04686J408
        
          
          
        
        28800.00000000
        NS
        USD
        729072.00000000
        0.316144521476
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
    
    
      
      
      
    
    
      2022-01-21
      Flaherty & Crumrine Total Return Fund Inc
      Bradford Stone 
      Bradford Stone 
      Chief Financial Officer, Treasurer and Vice President
    
  





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