Form NPORT-P Flaherty & Crumrine PREF For: Nov 30

January 21, 2022 1:27 PM EST

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    NPORT-P
    false
    
      
      
        
          0000882071
          XXXXXXXX
        
      
      
      
      
    
  
  
    
      Flaherty & Crumrine Preferred & Income Opportunity Fund Inc
      811-06495
      0000882071
      2549008Y9TGWYEWYW496
      301 East Colorado Boulevard
      Suite 800
      Pasadena
      
      91101
      626-795-7300
      Flaherty & Crumrine Preferred and Income Opportunity Fund Incorporated
      2549008Y9TGWYEWYW496
      2021-11-30
      2021-11-30
      N
    
    
      238462019.77
      81762100.74
      156699919.03
      0.00000000
      0.00000000
      80600000.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBM5
        
          
          
        
        640000.00000000
        PA
        USD
        637830.40000000
        0.407039393477
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-12-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECTONE BANCORP INC
        549300E2M5ZYAZKUK134
        ConnectOne Bancorp Inc
        20786W503
        
          
          
        
        32800.00000000
        NS
        USD
        866740.00000000
        0.553120898444
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        PECO ENERGY CAP TRST III
        N/A
        PECO Energy Capital Trust III
        69331VAA4
        
          
        
        1500000.00000000
        PA
        USD
        1860082.65000000
        1.187034850760
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-04-06
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        639057AD0
        
          
          
        
        275000.00000000
        PA
        USD
        266406.25000000
        0.170010457981
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUSTAR LOGISTICS LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059T204
        
          
          
        
        31500.00000000
        NS
        USD
        787185.00000000
        0.502351886888
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WASHINGTON FEDERAL INC
        0003065617
        Washington Federal Inc
        938824307
        
          
          
        
        17000.00000000
        NS
        USD
        432055.00000000
        0.275721265635
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        FIRST HORIZON BANK
        COOWI3L2W9TPYR3WJX37
        First Horizon Bank
        337158208
        
          
          
        
        750.00000000
        NS
        USD
        638437.50000000
        0.407426821884
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        EMERA INC
        NQZVQT2P5IUF2PGA1Q48
        Emera Inc
        290876AD3
        
          
          
        
        2030000.00000000
        PA
        USD
        2384235.00000000
        1.521529184417
        Long
        DBT
        CORP
        CA
        N
        2
        
          2076-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM LP
        52990024YYS3MLGW0E91
        DCP Midstream LP
        23311PAA8
        
          
          
        
        1060000.00000000
        PA
        USD
        1052050.00000000
        0.671378777035
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LONDON
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd/London
        556079AB7
        
          
          
        
        500000.00000000
        PA
        USD
        533542.50000000
        0.340486774532
        Long
        DBT
        CORP
        AU
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMED FINANCING III
        N/A
        ComEd Financing III
        20035AAA2
        
          
          
        
        2512000.00000000
        PA
        USD
        3029467.60000000
        1.933292383782
        Long
        DBT
        CORP
        US
        N
        2
        
          2033-03-15
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARBOR REALTY TRUST INC
        549300ASFUWYQO0RW077
        Arbor Realty Trust Inc
        038923876
        
          
          
        
        18120.00000000
        NS
        USD
        456895.80000000
        0.291573730751
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128B523
        
          
          
        
        17000.00000000
        NS
        USD
        420835.00000000
        0.268561083250
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ASSURANT INC
        H3F39CAXWQRVWURFXL38
        Assurant Inc
        04621X306
        
          
          
        
        12894.00000000
        NS
        USD
        341528.54000000
        0.217950680583
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83367TBU2
        
          
          
        
        300000.00000000
        PA
        USD
        329010.00000000
        0.209961818765
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BP3
        
          
          
        
        3430000.00000000
        PA
        USD
        3764545.05000000
        2.402391190310
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANZ SE
        529900K9B0N5BT694847
        Allianz SE
        018820AB6
        
          
          
        
        400000.00000000
        PA
        USD
        375120.00000000
        0.239387488086
        Long
        DBT
        CORP
        DE
        N
        2
        
          N/A
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273V407
        
          
          
        
        72808.00000000
        NS
        USD
        1752124.52000000
        1.118140028945
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83370RAB4
        
          
          
        
        700000.00000000
        PA
        USD
        707875.00000000
        0.451739225126
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BM0
        
          
          
        
        950000.00000000
        PA
        USD
        944122.78000000
        0.602503680821
        Long
        DBT
        CORP
        US
        N
        1
        
          2052-04-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS CAPITAL BANCSHARES
        549300466Q2SXRX0YM48
        Texas Capital Bancshares Inc
        88224QAA5
        
          
          
        
        450000.00000000
        PA
        USD
        472333.13000000
        0.301425254667
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-05-06
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAND O'LAKES INC
        4ONCJWH5BBCYSJIJYX61
        Land O' Lakes Inc
        514666AK2
        
          
          
        
        3630000.00000000
        PA
        USD
        3921525.30000000
        2.502570087001
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
          
        
        625000.00000000
        PA
        USD
        640312.50000000
        0.408623376427
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBA2
        
          
          
        
        555000.00000000
        PA
        USD
        596625.00000000
        0.380743655576
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALTA GROUP NV
        N/A
        LEHMAN BROS HLDG-ESCROW
        000000000
        
          
        
        25000.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EP
        CORP
        US
        N
        N/A
        
          N
          N
          N
        
      
      
        COBANK ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075Q870
        
          
          
        
        12900.00000000
        NS
        USD
        1299675.00000000
        0.829403747012
        Long
        EP
        USGA
        US
        N
        2
        
          N
          N
          N
        
      
      
        HUNTINGTON BANCSHARES
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150AT1
        
          
          
        
        825000.00000000
        PA
        USD
        941531.25000000
        0.600849863757
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE HOLDING LTD
        549300H316CT32FQXI76
        Athene Holding Ltd
        000000000
        
          
          
          
        
        83000.00000000
        NS
        USD
        2356785.00000000
        1.504011625908
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        SVB FINANCIAL GROUP
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486QAJ0
        
          
          
        
        575000.00000000
        PA
        USD
        573303.75000000
        0.365860910170
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        94988U128
        
          
          
        
        28000.00000000
        NS
        USD
        713020.00000000
        0.455022570792
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61745VAB9
        
          
          
        
        444000.00000000
        PA
        USD
        458430.00000000
        0.292552799540
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HCF0
        
          
          
        
        820000.00000000
        PA
        USD
        807675.40000000
        0.515428090199
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVIDENT FINANCING TR I
        N/A
        Provident Financing Trust I
        743863AA0
        
          
          
        
        4944000.00000000
        PA
        USD
        5963700.00000000
        3.805809241585
        Long
        DBT
        CORP
        US
        N
        2
        
          2038-03-15
          Fixed
          7.40500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINTRUST FINANCIAL CORP
        Q774KI4AW80FHFW33O61
        Wintrust Financial Corp
        97650W504
        
          
          
        
        33000.00000000
        NS
        USD
        921195.00000000
        0.587872033184
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        HUNTINGTON BANCSHARES
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150AL8
        
          
          
        
        950000.00000000
        PA
        USD
        966625.00000000
        0.616863752057
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIONS FINANCIAL CORP
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EP704
        
          
          
        
        111980.00000000
        NS
        USD
        3060693.35000000
        1.953219484059
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBG9
        
          
          
        
        1475000.00000000
        PA
        USD
        1617521.88000000
        1.032241682071
        Long
        DBT
        CORP
        GB
        N
        1
        
          N/A
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773886
        
          
          
        
        47720.00000000
        NS
        USD
        1253365.80000000
        0.799850955736
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAF6
        
          
          
        
        410000.00000000
        PA
        USD
        457970.00000000
        0.292259244825
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA FINANCIAL INC
        549300T065Z4KJ686G75
        Voya Financial Inc
        929089209
        
          
          
        
        23000.00000000
        NS
        USD
        644747.50000000
        0.411453626773
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NB3
        
          
          
        
        300000.00000000
        PA
        USD
        298500.00000000
        0.190491483242
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BL2
        
          
          
        
        325000.00000000
        PA
        USD
        345312.50000000
        0.220365461665
        Long
        DBT
        CORP
        GB
        N
        1
        
          N/A
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M&T BANK CORPORATION
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261FAG9
        
          
          
        
        2240000.00000000
        PA
        USD
        2395400.00000000
        1.528654267869
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG RE FINANCE TRUST INC
        N/A
        TPG RE Finance Trust Inc
        87266M206
        
          
          
        
        20500.00000000
        NS
        USD
        486977.50000000
        0.310770741308
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ZIONS BANCORP NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701818
        
          
          
        
        17100.00000000
        NS
        USD
        459049.50000000
        0.292948141161
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SBL HOLDINGS INC
        N/A
        SBL Holdings Inc
        78397DAC2
        
          
          
        
        1025000.00000000
        PA
        USD
        999375.00000000
        0.637763571408
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBC8
        
          
          
        
        275000.00000000
        PA
        USD
        303809.00000000
        0.193879487545
        Long
        DBT
        CORP
        CA
        N
        2
        
          2080-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEARTLAND FINANCIAL USA
        549300QF7B0DFZT32C73
        Heartland Financial USA Inc
        42234Q201
        
          
          
        
        29600.00000000
        NS
        USD
        833698.80000000
        0.532035246195
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        054536AC1
        
          
          
        
        1453000.00000000
        PA
        USD
        2008772.50000000
        1.281923125700
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          6.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAND O'LAKES INC
        4ONCJWH5BBCYSJIJYX61
        Land O' Lakes Inc
        514666AM8
        
          
          
        
        240000.00000000
        PA
        USD
        259292.40000000
        0.165470666229
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JM4
        
          
          
        
        430000.00000000
        PA
        USD
        458358.50000000
        0.292507170927
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Liquidity Funds T-Fund
        5493002L9DNZ83RX7V61
        BlackRock Liquidity Funds T-Fund
        09248U718
        
          
          
        
        1736685.52000000
        NS
        USD
        1736685.52000000
        1.108287439298
        Long
        STIV
        RF
        US
        N
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61762V606
        
          
          
        
        82600.00000000
        NS
        USD
        2340884.00000000
        1.493864205221
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TRISTATE CAPITAL HLDGS
        5493003JKSPN0881WX29
        TriState Capital Holdings Inc
        89678F506
        
          
          
        
        14000.00000000
        NS
        USD
        371910.00000000
        0.237338986709
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BX7
        
          
          
        
        300000.00000000
        PA
        USD
        292312.50000000
        0.186542853250
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STIFEL FINANCIAL CORP
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630706
        
          
          
        
        20000.00000000
        NS
        USD
        525300.00000000
        0.335226720761
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBN2
        
          
          
        
        500000.00000000
        PA
        USD
        514341.45000000
        0.328233385941
        Long
        DBT
        CORP
        US
        N
        2
        
          2077-08-16
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AT4
        
          
          
        
        1245000.00000000
        PA
        USD
        1244228.10000000
        0.794019618964
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBC2
        
          
          
        
        904000.00000000
        PA
        USD
        1199702.33000000
        0.765604945698
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-11-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL INC
        02005NBN9
        
          
          
        
        650000.00000000
        PA
        USD
        656500.00000000
        0.418953630648
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNOVUS FINANCIAL CORP
        549300EIUS8UN5JTLE54
        Synovus Financial Corp
        87161C709
        
          
          
        
        63135.00000000
        NS
        USD
        1669447.24000000
        1.065378495620
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DJ3
        
          
          
        
        625000.00000000
        PA
        USD
        619375.00000000
        0.395261850697
        Long
        DBT
        CORP
        US
        N
        1
        
          2051-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN ALLIANCE BANCORP
        5493003VJXZ5JXT9S762
        Western Alliance Bancorp
        957638406
        
          
          
        
        17300.00000000
        NS
        USD
        449194.50000000
        0.286659050483
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDB9
        
          
          
        
        550000.00000000
        PA
        USD
        624937.50000000
        0.398811629175
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCEAN SPRAY CRANBERRIES
        F58I6BK23LKYT8F1SB71
        Ocean Spray Cranberries Inc
        675022404
        
          
          
        
        30400.00000000
        NS
        USD
        2812000.00000000
        1.794512733259
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148BAE8
        
          
          
        
        560000.00000000
        PA
        USD
        593600.00000000
        0.378813214247
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AD0
        
          
          
        
        475000.00000000
        PA
        USD
        465523.75000000
        0.297079764228
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIONS FINANCIAL CORP
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EP506
        
          
          
        
        8627.00000000
        NS
        USD
        238903.20000000
        0.152459044956
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        QBE INSURANCE GROUP LTD
        549300D2FBW76FPUSG65
        QBE Insurance Group Ltd
        74728GAE0
        
          
          
        
        475000.00000000
        PA
        USD
        512406.25000000
        0.326998414020
        Long
        DBT
        CORP
        AU
        N
        2
        
          N/A
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENSTAR FINANCE LLC
        N/A
        Enstar Finance LLC
        29360AAA8
        
          
          
        
        400000.00000000
        PA
        USD
        414380.00000000
        0.264441744810
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-09-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCA2
        
          
          
        
        420000.00000000
        PA
        USD
        449295.00000000
        0.286723185807
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northpointe Bancshares Inc
        549300EYMKMD4WKEKP72
        Northpointe Bancshares Inc
        66661N308
        
          
          
        
        46000.00000000
        NS
        USD
        1233490.00000000
        0.787166967051
        Long
        EP
        CORP
        US
        Y
        2
        
          N
          N
          N
        
      
      
        TRANSCANADA TRUST
        549300Y0MFCAXLBWUV51
        Transcanada Trust
        89356BAE8
        
          
          
        
        1550000.00000000
        PA
        USD
        1648812.50000000
        1.052210179945
        Long
        DBT
        CORP
        CA
        N
        2
        
          2079-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSAL INSURANCE HOLDINGS 5.625%
        529900GGAZ6WVUCWQM46
        UNIVERSAL INSURANCE HOLDINGS 5.625%
        91359VAA5
        
          
        
        340000.00000000
        PA
        USD
        341914.90000000
        0.218197241017
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-11-30
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON BANCSHARES
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150AV6
        
          
          
        
        280000.00000000
        PA
        USD
        298900.00000000
        0.190746748211
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HJQ4
        
          
          
        
        4167000.00000000
        PA
        USD
        4476920.63000000
        2.857002516474
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE FINANCE LLC
        N/A
        Carlyle Finance LLC
        14314C105
        
          
          
        
        10600.00000000
        NS
        USD
        264629.00000000
        0.168876283815
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        AXIS SPECIALTY FINANCE
        N/A
        AXIS Specialty Finance LLC
        05463HAC5
        
          
          
        
        610000.00000000
        PA
        USD
        641587.44000000
        0.409436995227
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-01-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746TD3
        
          
          
        
        650000.00000000
        PA
        USD
        654306.25000000
        0.417553661833
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EQUITY INVESTME
        549300RK5RZQ740FPL83
        American Equity Investment Life Holding Co
        025676503
        
          
          
        
        47000.00000000
        NS
        USD
        1263242.50000000
        0.806153894539
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ANNALY CAPITAL MGMT
        2DTL0G3FPRYUT58TI025
        Annaly Capital Management Inc
        035710870
        
          
          
        
        3110.00000000
        NS
        USD
        78554.87000000
        0.050130766171
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL INSURANCE
        CNC20I6IOMGF7KY49D67
        Liberty Mutual Insurance Co
        53079QAD9
        
          
          
        
        1850000.00000000
        PA
        USD
        2984215.87000000
        1.904414430124
        Long
        DBT
        CORP
        US
        N
        2
        
          2097-10-15
          Fixed
          7.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967358
        
          
          
        
        74694.00000000
        NS
        USD
        2032998.88000000
        1.297383491060
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        NEW YORK MORTGAGE TRUST
        549300JFGR0M7ULHWG48
        New York Mortgage Trust Inc
        649604865
        
          
          
        
        21000.00000000
        NS
        USD
        520590.00000000
        0.332220975749
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RAV0
        
          
          
        
        2704000.00000000
        PA
        USD
        4631852.49000000
        2.955874207639
        Long
        DBT
        CORP
        US
        N
        2
        
          2039-08-01
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NAN5
        
          
          
        
        1030000.00000000
        PA
        USD
        1116481.30000000
        0.712496411556
        Long
        DBT
        CORP
        CA
        N
        2
        
          2077-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RBS6
        
          
          
        
        3350000.00000000
        PA
        USD
        4969379.92000000
        3.171271530171
        Long
        DBT
        CORP
        US
        N
        2
        
          2038-04-08
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EAN4
        
          
          
        
        3054000.00000000
        PA
        USD
        4283723.64000000
        2.733711457234
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-03-15
          Fixed
          7.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189TAS6
        
          
          
        
        620000.00000000
        PA
        USD
        646644.50000000
        0.412664220889
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38144GAB7
        
          
          
        
        225000.00000000
        PA
        USD
        233520.75000000
        0.149024167622
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIONS FINANCIAL CORP
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EPAR1
        
          
          
        
        550000.00000000
        PA
        USD
        598125.00000000
        0.381700899210
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR REAL ESTATE FIN
        549300K23AYZDZ2REL62
        KKR Real Estate Finance Trust Inc
        48251K209
        
          
          
        
        34284.00000000
        NS
        USD
        883327.26000000
        0.563706264475
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        KEYCORP
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267702
        
          
          
        
        74407.00000000
        NS
        USD
        2190824.83000000
        1.398102081712
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        QWEST CORP
        549300R2L4N683OO1509
        Qwest Corp
        74913G873
        
          
          
        
        24920.00000000
        NS
        USD
        645557.58000000
        0.411970589389
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        VALLEY NATIONAL BANCORP
        549300ET52S1UBIB9762
        Valley National Bancorp
        919794305
        
          
          
        
        18528.00000000
        NS
        USD
        469777.44000000
        0.299794309344
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MU2
        
          
          
        
        200000.00000000
        PA
        USD
        198976.00000000
        0.126979006263
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM LP
        52990024YYS3MLGW0E91
        DCP Midstream LP
        23311P209
        
          
          
        
        3800.00000000
        NS
        USD
        93894.58000000
        0.059919992672
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAE9
        
          
          
        
        825000.00000000
        PA
        USD
        884812.50000000
        0.564654088832
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENAISSANCERE HOLDINGS L
        EK6GB9U3U58PDI411C94
        RenaissanceRe Holdings Ltd
        75968N309
        
          
          
        
        7926.00000000
        NS
        USD
        206502.42000000
        0.131782084686
        Long
        EP
        CORP
        BM
        N
        1
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B202
        
          
          
        
        39000.00000000
        NS
        USD
        1023165.00000000
        0.652945455449
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAF8
        
          
          
        
        400000.00000000
        PA
        USD
        408210.00000000
        0.260504282661
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FULTON FINANCIAL CORP
        5493005QLZ6O1BNC0C11
        Fulton Financial Corp
        360271308
        
          
          
        
        7700.00000000
        NS
        USD
        199314.50000000
        0.127195024243
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AN8
        
          
          
        
        200000.00000000
        PA
        USD
        198520.00000000
        0.126688004198
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KUVARE US HOLDINGS INC
        254900MGBERNLZXF7O58
        Kuvare US Holdings Inc
        50149XAA2
        
          
        
        700000.00000000
        PA
        USD
        762125.00000000
        0.486359536570
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-02-17
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QBE INSURANCE GROUP LTD
        549300D2FBW76FPUSG65
        QBE Insurance Group Ltd
        74737EAA2
        
          
          
        
        3634000.00000000
        PA
        USD
        4008338.34000000
        2.557970906948
        Long
        DBT
        CORP
        AU
        N
        2
        
          2043-11-24
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GROUP
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610204
        
          
          
        
        34400.00000000
        NS
        USD
        928284.00000000
        0.592395966600
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746RN3
        
          
          
        
        2075000.00000000
        PA
        USD
        2261750.00000000
        1.443363860045
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLSTATE CORP
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp/The
        020002838
        
          
          
        
        9820.00000000
        NS
        USD
        259984.50000000
        0.165912338442
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83370RAA6
        
          
          
        
        700000.00000000
        PA
        USD
        733796.01000000
        0.468281039672
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565ASK0
        
          
          
        
        325000.00000000
        PA
        USD
        321750.00000000
        0.205328759575
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE TRUST V
        N/A
        SCE Trust V
        78409W201
        
          
          
        
        31470.00000000
        NS
        USD
        808080.37000000
        0.515686526835
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        COBANK ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075Q862
        
          
          
        
        9000.00000000
        NS
        USD
        958500.00000000
        0.611678682371
        Long
        EP
        USGA
        US
        N
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61762V200
        
          
          
        
        48267.00000000
        NS
        USD
        1321550.46000000
        0.843363843568
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AK4
        
          
          
        
        700000.00000000
        PA
        USD
        766500.00000000
        0.489151497170
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEHMAN BROS HLDG-ESCROW
        N/A
        LEHMAN BROS HLDG-ESCROW
        000000000
        
          
        
        45800.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EP
        CORP
        US
        N
        N/A
        
          N
          N
          N
        
      
      
        BRITISH TELECOMMUNICATIO
        549300OWFMSO9NYV4H90
        British Telecommunications PLC
        11102AAG6
        
          
          
        
        670000.00000000
        PA
        USD
        667882.80000000
        0.426217705876
        Long
        DBT
        CORP
        GB
        N
        2
        
          2081-11-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746804
        
          
          
        
        225.00000000
        NS
        USD
        330426.50000000
        0.210865775837
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        AERCAP GLOBAL AVIATION T
        635400FBSV8LXXNRV758
        AerCap Global Aviation Trust
        00773HAA5
        
          
          
        
        419000.00000000
        PA
        USD
        449718.99000000
        0.286993760292
        Long
        DBT
        CORP
        US
        
        N
        1
        
          2045-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE CAPITAL TRUST IV
        0004254959
        MetLife Capital Trust IV
        591560AA5
        
          
          
        
        350000.00000000
        PA
        USD
        476875.00000000
        0.304323705431
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-12-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEOPLE'S UNITED FIN INC
        ROPY7PEPIPIDJNF0BO69
        People's United Financial Inc
        712704204
        
          
          
        
        16600.00000000
        NS
        USD
        456583.00000000
        0.291374113545
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473PAG0
        
          
          
        
        300000.00000000
        PA
        USD
        309750.00000000
        0.197670810500
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIME COMMUNITY BANCSHARE
        0002487650
        Dime Community Bancshares Inc
        25432X201
        
          
          
        
        27000.00000000
        NS
        USD
        699435.00000000
        0.446353134277
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        RENAISSANCERE HOLDINGS L
        EK6GB9U3U58PDI411C94
        RenaissanceRe Holdings Ltd
        000000000
        
          
          
          
        
        23000.00000000
        NS
        USD
        561085.00000000
        0.358063363065
        Long
        EP
        CORP
        BM
        N
        1
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BK4
        
          
          
        
        950000.00000000
        PA
        USD
        1007000.00000000
        0.642629559883
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        251525AX9
        
          
          
        
        400000.00000000
        PA
        USD
        408484.00000000
        0.260679139165
        Long
        DBT
        CORP
        DE
        N
        2
        
          N/A
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M&T BANK CORPORATION
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261FAN4
        
          
          
        
        500000.00000000
        PA
        USD
        483750.00000000
        0.308711072088
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BH2
        
          
          
        
        2500000.00000000
        PA
        USD
        2638725.00000000
        1.683935139427
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        Equitable Holdings Inc
        29452EAA9
        
          
          
        
        110000.00000000
        PA
        USD
        115016.00000000
        0.073398889234
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        539439AU3
        
          
          
        
        200000.00000000
        PA
        USD
        227410.56000000
        0.145124873967
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COBANK ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075QAC6
        
          
          
        
        415000.00000000
        PA
        USD
        460650.00000000
        0.293969520119
        Long
        DBT
        USGA
        US
        N
        2
        
          N/A
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAH2
        
          
          
        
        4200000.00000000
        PA
        USD
        4221000.00000000
        2.693683587157
        Long
        DBT
        CORP
        ES
        N
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        302570AX4
        
          
          
        
        293000.00000000
        PA
        USD
        271775.45000000
        0.173436879662
        Long
        DBT
        CORP
        US
        N
        2
        
          2067-06-15
          Floating
          2.24100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48126HAA8
        
          
          
        
        300000.00000000
        PA
        USD
        311617.50000000
        0.198862578825
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148B108
        
          
          
        
        38932.00000000
        NS
        USD
        1077053.78000000
        0.687335249863
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746465
        
          
          
        
        34400.00000000
        NS
        USD
        931039.44000000
        0.594154384867
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAN1
        
          
          
        
        1700000.00000000
        PA
        USD
        1663076.00000000
        1.061312609664
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAU4
        
          
          
        
        1480000.00000000
        PA
        USD
        1494800.00000000
        0.953925189785
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273V506
        
          
          
        
        1400.00000000
        NS
        USD
        34180.86000000
        0.021812940435
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        QWEST CORP
        549300R2L4N683OO1509
        Qwest Corp
        74913G881
        
          
          
        
        19728.00000000
        NS
        USD
        497638.80000000
        0.317574382348
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TEXAS CAPITAL BANCSHARES
        549300466Q2SXRX0YM48
        Texas Capital Bancshares Inc
        88224Q305
        
          
          
        
        25300.00000000
        NS
        USD
        651854.50000000
        0.415989047113
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GROUP
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610AQ8
        
          
          
        
        900000.00000000
        PA
        USD
        936000.00000000
        0.597320027855
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCH CAPITAL GROUP LTD
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd
        03939A107
        
          
          
        
        9900.00000000
        NS
        USD
        253291.50000000
        0.161641117345
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        COBANK ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075Q805
        
          
          
        
        10000.00000000
        NS
        USD
        1040000.00000000
        0.663688919839
        Long
        EP
        USGA
        US
        N
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505EU4
        
          
          
        
        300000.00000000
        PA
        USD
        338310.00000000
        0.215896729299
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCM6
        
          
          
        
        725000.00000000
        PA
        USD
        812362.50000000
        0.518419221291
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NY COMMUNITY BANCORP INC
        529900HVXOTLY61GL030
        New York Community Bancorp Inc
        649445202
        
          
          
        
        162500.00000000
        NS
        USD
        4492312.50000000
        2.866825029526
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        AMER AGCREDIT ACA
        0002558989
        American AgCredit Corp
        02369GAA3
        
          
        
        450000.00000000
        PA
        USD
        460125.00000000
        0.293634484847
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST REPUBLIC BANK
        YWC0TIKBQM2JV8L4IV08
        First Republic Bank/CA
        33616C720
        
          
          
        
        15000.00000000
        NS
        USD
        342375.00000000
        0.218490859548
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SVB FINANCIAL GROUP
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486QAG6
        
          
          
        
        275000.00000000
        PA
        USD
        270187.50000000
        0.172423509643
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        05946KAF8
        
          
          
        
        2200000.00000000
        PA
        USD
        2304500.00000000
        1.470645303625
        Long
        DBT
        CORP
        ES
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565AAN3
        
          
          
        
        4661000.00000000
        PA
        USD
        5242063.57000000
        3.345287988946
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER FINANCIAL SVS
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709AQ1
        
          
          
        
        610000.00000000
        PA
        USD
        672098.00000000
        0.428907688121
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AJ7
        
          
          
        
        800000.00000000
        PA
        USD
        841800.00000000
        0.537205127616
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEHMAN BROS HLDG-ESCROW
        N/A
        LEHMAN BROS HLDG-ESCROW
        000000000
        
          
        
        9500.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EP
        CORP
        US
        N
        N/A
        
          N
          N
          N
        
      
      
        WESBANCO INC
        0001070448
        WesBanco Inc
        950810705
        
          
          
        
        33900.00000000
        NS
        USD
        934453.50000000
        0.596333109668
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBT1
        
          
          
        
        325000.00000000
        PA
        USD
        312598.00000000
        0.199488297080
        Long
        DBT
        CORP
        GB
        N
        1
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746556
        
          
          
        
        56200.00000000
        NS
        USD
        1468719.56000000
        0.937281633003
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816CH0
        
          
          
        
        550000.00000000
        PA
        USD
        544018.75000000
        0.347172323615
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIANAPOLIS P&L
        2T85JNP2R2B2GTSFND21
        Indianapolis Power & Light Co
        455434878
        
          
          
        
        24000.00000000
        NS
        USD
        2492640.00000000
        1.590709181874
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        BANK OF HAWAII CORP
        5493006Q8BQ8AD8M2U33
        Bank of Hawaii Corp
        062545207
        
          
          
        
        3000.00000000
        NS
        USD
        75075.00000000
        0.047910043900
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        HSBC CAPITAL FUNDING USD
        213800HMY2DB765NHE46
        HSBC Capital Funding Dollar 1 LP
        40427LAB0
        
          
          
        
        800000.00000000
        PA
        USD
        1296000.00000000
        0.827058500108
        Long
        DBT
        CORP
        JE
        
        N
        2
        
          N/A
          Fixed
          10.17600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313AD7
        
          
          
        
        270000.00000000
        PA
        USD
        294807.87000000
        0.188135304615
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APOLLO MANAGEMENT HOLDIN
        5493006XQW0V5K38YM64
        Apollo Management Holdings LP
        03765HAE1
        
          
          
        
        300000.00000000
        PA
        USD
        311118.92000000
        0.198544403804
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-01-14
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95002Y400
        
          
          
        
        36000.00000000
        NS
        USD
        881460.00000000
        0.562514649309
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273V605
        
          
          
        
        144300.00000000
        NS
        USD
        3489895.50000000
        2.227120168027
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        FIRST CITIZENS BANCSHARE
        549300N3Z00ZHE2XC526
        First Citizens BancShares Inc/NC
        319626305
        
          
          
        
        13600.00000000
        NS
        USD
        358632.00000000
        0.228865466057
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505FL3
        
          
          
        
        1710000.00000000
        PA
        USD
        1883137.50000000
        1.201747589696
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS CAPITAL HLDGS LTD
        N/A
        Axis Capital Holdings Ltd
        05461T305
        
          
          
        
        15962.00000000
        NS
        USD
        403562.46000000
        0.257538397274
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        ATHENE HOLDING LTD
        549300H316CT32FQXI76
        Athene Holding Ltd
        04686J309
        
          
          
        
        22000.00000000
        NS
        USD
        609730.00000000
        0.389106774128
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967341
        
          
          
        
        115370.00000000
        NS
        USD
        3117297.40000000
        1.989342061755
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        MERCHANTS BANCORP
        54930008Y0GPVLF81889
        Merchants Bancorp/IN
        58844R603
        
          
          
        
        14000.00000000
        NS
        USD
        369670.00000000
        0.235909502881
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773605
        
          
          
        
        140554.00000000
        NS
        USD
        3832556.20000000
        2.445793350580
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BA7
        
          
          
        
        1600000.00000000
        PA
        USD
        1627688.00000000
        1.038729317842
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874BS5
        
          
          
        
        1500000.00000000
        PA
        USD
        2237617.50000000
        1.427963405374
        Long
        DBT
        CORP
        US
        N
        2
        
          2058-05-15
          Fixed
          8.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALGONQUIN PWR & UTILITY
        549300K5VIUTJXQL7X75
        Algonquin Power & Utilities Corp
        015857808
        
          
          
        
        36930.00000000
        NS
        USD
        1023976.58000000
        0.653463375309
        Long
        EP
        CORP
        CA
        N
        1
        
          N
          N
          N
        
      
      
        STIFEL FINANCIAL CORP
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630862
        
          
          
        
        16000.00000000
        NS
        USD
        396720.00000000
        0.253171796421
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ACE CAPITAL TRUST II
        N/A
        ACE Capital Trust II
        00440FAA2
        
          
          
        
        1127000.00000000
        PA
        USD
        1689272.53000000
        1.078030250721
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-04-01
          Fixed
          9.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAG3
        
          
          
        
        480000.00000000
        PA
        USD
        520200.00000000
        0.331972092404
        Long
        DBT
        CORP
        MX
        N
        2
        
          2034-09-13
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475857
        
          
          
        
        42548.00000000
        NS
        USD
        1091675.31000000
        0.696666160874
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        92857WBQ2
        
          
          
        
        650000.00000000
        PA
        USD
        782875.35000000
        0.499601630202
        Long
        DBT
        CORP
        GB
        N
        1
        
          2079-04-04
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO FINANCIAL GROUP INC
        11XPYHB76MPM4Y4P2897
        CNO Financial Group Inc
        12621E301
        
          
          
        
        11200.00000000
        NS
        USD
        282520.00000000
        0.180293647724
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040H824
        
          
          
        
        13085.00000000
        NS
        USD
        338574.38000000
        0.216065446680
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ARBOR REALTY TRUST INC
        549300ASFUWYQO0RW077
        Arbor Realty Trust Inc
        038923850
        
          
          
        
        41000.00000000
        NS
        USD
        1029510.00000000
        0.656994596023
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SCE TRUST II
        N/A
        SCE Trust II
        78407R204
        
          
          
        
        121.00000000
        NS
        USD
        3046.18000000
        0.001943957609
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05973KAB3
        
          
          
        
        550000.00000000
        PA
        USD
        538329.00000000
        0.343541338969
        Long
        DBT
        CORP
        MX
        N
        2
        
          N/A
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AY9
        
          
          
        
        525000.00000000
        PA
        USD
        493237.50000000
        0.314765638076
        Long
        DBT
        CORP
        NL
        N
        1
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        05946KAG6
        
          
          
        
        600000.00000000
        PA
        USD
        630750.00000000
        0.402520948258
        Long
        DBT
        CORP
        ES
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MV0
        
          
          
        
        425000.00000000
        PA
        USD
        422343.75000000
        0.269523910806
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON CORP
        TF3RXI1ZB1TQ30H9JV10
        First Horizon Corp
        320517402
        
          
          
        
        14500.00000000
        NS
        USD
        397010.00000000
        0.253356863524
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        DELPHI FINANCIAL GROUP
        5493001NGT0EEYMZG011
        Delphi Financial Group Inc
        247131303
        
          
          
        
        129700.00000000
        NS
        USD
        3122527.50000000
        1.992679715043
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AU5
        
          
          
        
        200000.00000000
        PA
        USD
        199950.95000000
        0.127601182717
        Long
        DBT
        CORP
        US
        N
        1
        
          2062-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMERICA INC
        I9Q57JVPWHHZ3ZGBW498
        Comerica Inc
        200340AU1
        
          
          
        
        790000.00000000
        PA
        USD
        859125.00000000
        0.548261291593
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475BC8
        
          
          
        
        275000.00000000
        PA
        USD
        265897.50000000
        0.169685792849
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIGNATURE BANK NEW YORK
        VLP5AP0XK2GM6GKD1007
        Signature Bank/New York NY
        82669G203
        
          
          
        
        44000.00000000
        NS
        USD
        1122880.00000000
        0.716579821451
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ENSTAR GROUP LTD
        213800AMAL5QFXVUCN04
        Enstar Group Ltd
        29359U109
        
          
          
          
        
        42000.00000000
        NS
        USD
        1200255.00000000
        0.765957638925
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565AGF4
        
          
          
        
        380000.00000000
        PA
        USD
        439992.50000000
        0.280786679867
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIONS BANCORP NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701BF3
        
          
          
        
        1210000.00000000
        PA
        USD
        1313793.80000000
        0.838413834629
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBL HOLDINGS INC
        N/A
        SBL Holdings Inc
        78397DAA6
        
          
          
        
        910000.00000000
        PA
        USD
        913412.50000000
        0.582905534128
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61763E207
        
          
          
        
        148000.00000000
        NS
        USD
        4053483.20000000
        2.586780660189
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AS6
        
          
          
        
        550000.00000000
        PA
        USD
        564822.50000000
        0.360448495121
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CADENCE BANK
        Q7C315HKI8VX0SSKBS64
        Cadence Bank
        12740C202
        
          
          
        
        23900.00000000
        NS
        USD
        646853.50000000
        0.412797596836
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HHA1
        
          
          
        
        1833000.00000000
        PA
        USD
        1835243.39000000
        1.171183368415
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Floating
          3.59863000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473P881
        
          
          
        
        28000.00000000
        NS
        USD
        756050.40000000
        0.482482955115
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL - ESCROW
        N/A
        WASHINGTON MUTUAL - ESCROW
        000000000
        
          
        
        900.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EP
        CORP
        US
        N
        N/A
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBN4
        
          
          
        
        1480000.00000000
        PA
        USD
        1587758.80000000
        1.013248002825
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVEREST REINSURANCE HLDG
        N/A
        Everest Reinsurance Holdings Inc
        299808AE5
        
          
          
        
        1031000.00000000
        PA
        USD
        999800.65000000
        0.638035205243
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-05-15
          Floating
          2.54100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STERLING BANCORP/DE
        549300LQK6SKH5ZXO648
        Sterling Bancorp/DE
        85917A209
        
          
          
        
        20517.00000000
        NS
        USD
        531287.72000000
        0.339047858664
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ATHENE HOLDING LTD
        549300H316CT32FQXI76
        Athene Holding Ltd
        04686J408
        
          
          
        
        20000.00000000
        NS
        USD
        506300.00000000
        0.323101634725
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400FU2
        
          
          
        
        415000.00000000
        PA
        USD
        415921.35000000
        0.265425376461
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05962GAJ8
        
          
          
        
        490000.00000000
        PA
        USD
        525280.00000000
        0.335213957512
        Long
        DBT
        CORP
        MX
        N
        2
        
          N/A
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL ATLANTIC
        N/A
        Global Atlantic Fin Co
        37959GAC1
        
          
          
        
        1090000.00000000
        PA
        USD
        1123306.76000000
        0.716852163647
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-10-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP HOLDINGS NV
        549300SZYINBBLJQU475
        AerCap Holdings NV
        00774YAA7
        
          
          
        
        1290000.00000000
        PA
        USD
        1323991.50000000
        0.844921623569
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2079-10-10
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA TRUST
        549300Y0MFCAXLBWUV51
        Transcanada Trust
        89356BAB4
        
          
          
        
        1343000.00000000
        PA
        USD
        1463870.00000000
        0.934186826044
        Long
        DBT
        CORP
        CA
        N
        2
        
          2076-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
        
        2848000.00000000
        PA
        USD
        2892172.48000000
        1.845675797347
        Long
        DBT
        CORP
        GB
        N
        1
        
          N/A
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AL2
        
          
          
        
        1000000.00000000
        PA
        USD
        1066250.00000000
        0.680440683441
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPEER FINANCIAL ACA
        54930020HTACTODKHT04
        Compeer Financial ACA
        20453QAA0
        
          
        
        250000.00000000
        PA
        USD
        252500.00000000
        0.161136011788
        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
        
          
          
        
        1.00000000
        NS
        USD
        1306250.00000000
        0.833599664942
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBM1
        
          
          
        
        960000.00000000
        PA
        USD
        993000.00000000
        0.633695285962
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
      
    
    
      2022-01-21
      Flaherty & Crumrine Preferred & Income Opportunity Fund Inc
      Bradford Stone 
      Bradford Stone 
      Chief Financial Officer, Treasurer and Vice President
    
  





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