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

January 21, 2022 1:27 PM EST

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    NPORT-P
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          0000868578
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      Flaherty & Crumrine Preferred & Income Fund Inc
      811-06179
      0000868578
      254900LXRIT34GQY5I69
      301 East Colorado Boulevard
      Suite 800
      Pasadena
      
      91101
      626-795-7300
      Flaherty & Crumrine Preferred and Income Fund Incorporated
      254900LXRIT34GQY5I69
      2021-11-30
      2021-11-30
      N
    
    
      266718220.02
      90543395.48
      176174824.54
      0.00000000
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          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AD0
        
          
          
        
        500000.00000000
        PA
        USD
        490025.00000000
        0.278147006122
        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
        
          
          
        
        27400.00000000
        NS
        USD
        758774.50000000
        0.430694057440
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HJQ4
        
          
          
        
        4715000.00000000
        PA
        USD
        5065678.13000000
        2.875370044060
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61763E207
        
          
          
        
        154665.00000000
        NS
        USD
        4236026.89000000
        2.404445073840
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        COBANK ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075Q805
        
          
          
        
        10000.00000000
        NS
        USD
        1040000.00000000
        0.590322710816
        Long
        EP
        USGA
        US
        N
        2
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        539439AU3
        
          
          
        
        200000.00000000
        PA
        USD
        227410.56000000
        0.129082325237
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMED FINANCING III
        N/A
        ComEd Financing III
        20035AAA2
        
          
          
        
        3127000.00000000
        PA
        USD
        3771156.53000000
        2.140576293943
        Long
        DBT
        CORP
        US
        N
        2
        
          2033-03-15
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        Equitable Holdings Inc
        29452EAA9
        
          
          
        
        125000.00000000
        PA
        USD
        130700.00000000
        0.074187671445
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Liquidity Funds T-Fund
        5493002L9DNZ83RX7V61
        BlackRock Liquidity Funds T-Fund
        09248U718
        
          
          
        
        6040229.12000000
        NS
        USD
        6040229.12000000
        3.428542719296
        Long
        STIV
        RF
        US
        N
        1
        
          N
          N
          N
        
      
      
        FULTON FINANCIAL CORP
        5493005QLZ6O1BNC0C11
        Fulton Financial Corp
        360271308
        
          
          
        
        8300.00000000
        NS
        USD
        214845.50000000
        0.121950171121
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
          
        
        670000.00000000
        PA
        USD
        686415.00000000
        0.389621503408
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505EU4
        
          
          
        
        400000.00000000
        PA
        USD
        451080.00000000
        0.256041123456
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61762V606
        
          
          
        
        77800.00000000
        NS
        USD
        2204852.00000000
        1.251513663065
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AK4
        
          
          
        
        1100000.00000000
        PA
        USD
        1204500.00000000
        0.683695870363
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AJ7
        
          
          
        
        800000.00000000
        PA
        USD
        841800.00000000
        0.477820824966
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP GLOBAL AVIATION T
        635400FBSV8LXXNRV758
        AerCap Global Aviation Trust
        00773HAA5
        
          
          
        
        660000.00000000
        PA
        USD
        708387.90000000
        0.402093716766
        Long
        DBT
        CORP
        US
        
        N
        1
        
          2045-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBN2
        
          
          
        
        500000.00000000
        PA
        USD
        514341.45000000
        0.291949460624
        Long
        DBT
        CORP
        US
        N
        2
        
          2077-08-16
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSURANT INC
        H3F39CAXWQRVWURFXL38
        Assurant Inc
        04621X306
        
          
          
        
        13100.00000000
        NS
        USD
        346984.94000000
        0.196954894608
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ENSTAR FINANCE LLC
        N/A
        Enstar Finance LLC
        29360AAA8
        
          
          
        
        425000.00000000
        PA
        USD
        440278.75000000
        0.249910139629
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-09-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER FINANCIAL SVS
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709AQ1
        
          
          
        
        650000.00000000
        PA
        USD
        716170.00000000
        0.406510976735
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.12500000
          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
        0.741451000964
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        ENSTAR GROUP LTD
        213800AMAL5QFXVUCN04
        Enstar Group Ltd
        29359U109
        
          
          
          
        
        45000.00000000
        NS
        USD
        1285987.50000000
        0.729949641418
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967341
        
          
          
        
        113670.00000000
        NS
        USD
        3071363.40000000
        1.743361123258
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05962GAJ8
        
          
          
        
        530000.00000000
        PA
        USD
        568160.00000000
        0.322497837862
        Long
        DBT
        CORP
        MX
        N
        2
        
          N/A
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273V605
        
          
          
        
        123400.00000000
        NS
        USD
        2984429.00000000
        1.694015593767
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDB9
        
          
          
        
        600000.00000000
        PA
        USD
        681750.00000000
        0.386973565479
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBL HOLDINGS INC
        N/A
        SBL Holdings Inc
        78397DAC2
        
          
          
        
        1100000.00000000
        PA
        USD
        1072500.00000000
        0.608770295529
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475BC8
        
          
          
        
        310000.00000000
        PA
        USD
        299739.00000000
        0.170137249055
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STIFEL FINANCIAL CORP
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630706
        
          
          
        
        21500.00000000
        NS
        USD
        564697.50000000
        0.320532460568
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        LAND O'LAKES INC
        4ONCJWH5BBCYSJIJYX61
        Land O' Lakes Inc
        514666AK2
        
          
          
        
        3900000.00000000
        PA
        USD
        4213209.00000000
        2.391493228956
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBT1
        
          
          
        
        350000.00000000
        PA
        USD
        336644.00000000
        0.191085191019
        Long
        DBT
        CORP
        GB
        N
        1
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALLEY NATIONAL BANCORP
        549300ET52S1UBIB9762
        Valley National Bancorp
        919794305
        
          
          
        
        29400.00000000
        NS
        USD
        745437.00000000
        0.423123452483
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ATHENE HOLDING LTD
        549300H316CT32FQXI76
        Athene Holding Ltd
        000000000
        
          
          
          
        
        89000.00000000
        NS
        USD
        2527155.00000000
        1.434458644473
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746465
        
          
          
        
        35900.00000000
        NS
        USD
        971637.09000000
        0.551518693171
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ALLSTATE CORP
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp/The
        020002838
        
          
          
        
        10570.00000000
        NS
        USD
        279840.75000000
        0.158842644362
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WINTRUST FINANCIAL CORP
        Q774KI4AW80FHFW33O61
        Wintrust Financial Corp
        97650W504
        
          
          
        
        35500.00000000
        NS
        USD
        990982.50000000
        0.562499495933
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        94988U128
        
          
          
        
        30000.00000000
        NS
        USD
        763950.00000000
        0.433631764353
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RBS6
        
          
          
        
        3600000.00000000
        PA
        USD
        5340229.16000000
        3.031210148182
        Long
        DBT
        CORP
        US
        N
        2
        
          2038-04-08
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BA7
        
          
          
        
        1815000.00000000
        PA
        USD
        1846408.58000000
        1.048054729057
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GROUP
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610AQ8
        
          
          
        
        1000000.00000000
        PA
        USD
        1040000.00000000
        0.590322710816
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIONS FINANCIAL CORP
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EP704
        
          
          
        
        117980.00000000
        NS
        USD
        3224688.35000000
        1.830391123374
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        05946KAF8
        
          
          
        
        2400000.00000000
        PA
        USD
        2514000.00000000
        1.426991629799
        Long
        DBT
        CORP
        ES
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MV0
        
          
          
        
        450000.00000000
        PA
        USD
        447187.50000000
        0.253831670426
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVIDENT FINANCING TR I
        N/A
        Provident Financing Trust I
        743863AA0
        
          
          
        
        5160000.00000000
        PA
        USD
        6224250.00000000
        3.532996281535
        Long
        DBT
        CORP
        US
        N
        2
        
          2038-03-15
          Fixed
          7.40500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BM0
        
          
          
        
        1200000.00000000
        PA
        USD
        1192576.14000000
        0.676927672903
        Long
        DBT
        CORP
        US
        N
        1
        
          2052-04-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505FL3
        
          
          
        
        3180000.00000000
        PA
        USD
        3501975.00000000
        1.987784014625
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO FINANCIAL GROUP INC
        11XPYHB76MPM4Y4P2897
        CNO Financial Group Inc
        12621E301
        
          
          
        
        12500.00000000
        NS
        USD
        315312.50000000
        0.178977047840
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040H824
        
          
          
        
        13875.00000000
        NS
        USD
        359015.63000000
        0.203783730698
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL INC
        02005NBN9
        
          
          
        
        700000.00000000
        PA
        USD
        707000.00000000
        0.401305919756
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUSTAR LOGISTICS LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059T204
        
          
          
        
        33700.00000000
        NS
        USD
        842163.00000000
        0.478026870297
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        M&T BANK CORPORATION
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261FAN4
        
          
          
        
        575000.00000000
        PA
        USD
        556312.50000000
        0.315772983712
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AGCREDIT ACA
        0002558989
        American AgCredit Corp
        02369GAA3
        
          
        
        500000.00000000
        PA
        USD
        511250.00000000
        0.290194697985
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON BANCSHARES
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150AV6
        
          
          
        
        300000.00000000
        PA
        USD
        320250.00000000
        0.181779661671
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967358
        
          
          
        
        119778.00000000
        NS
        USD
        3260081.67000000
        1.850481008573
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BP3
        
          
          
        
        3710000.00000000
        PA
        USD
        4071854.85000000
        2.311258070290
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALGONQUIN PWR & UTILITY
        549300K5VIUTJXQL7X75
        Algonquin Power & Utilities Corp
        015857808
        
          
          
        
        39775.00000000
        NS
        USD
        1102861.31000000
        0.626003921320
        Long
        EP
        CORP
        CA
        N
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746804
        
          
          
        
        241.00000000
        NS
        USD
        353923.49000000
        0.200893340421
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBN4
        
          
          
        
        1805000.00000000
        PA
        USD
        1936422.05000000
        1.099147994076
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEARTLAND FINANCIAL USA
        549300QF7B0DFZT32C73
        Heartland Financial USA Inc
        42234Q201
        
          
          
        
        31600.00000000
        NS
        USD
        890029.80000000
        0.505196927156
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        KEYCORP
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267702
        
          
          
        
        83910.00000000
        NS
        USD
        2470629.26000000
        1.402373617485
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        LAND O'LAKES INC
        4ONCJWH5BBCYSJIJYX61
        Land O' Lakes Inc
        514666AM8
        
          
          
        
        260000.00000000
        PA
        USD
        280900.10000000
        0.159443950481
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVEREST REINSURANCE HLDG
        N/A
        Everest Reinsurance Holdings Inc
        299808AE5
        
          
          
        
        885000.00000000
        PA
        USD
        858218.79000000
        0.487140425563
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-05-15
          Floating
          2.54100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP HOLDINGS NV
        549300SZYINBBLJQU475
        AerCap Holdings NV
        00774YAA7
        
          
          
        
        1380000.00000000
        PA
        USD
        1416363.00000000
        0.803953120826
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2079-10-10
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAF6
        
          
          
        
        440000.00000000
        PA
        USD
        491480.00000000
        0.278972890299
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BX7
        
          
          
        
        350000.00000000
        PA
        USD
        341031.25000000
        0.193575473050
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273V506
        
          
          
        
        1500.00000000
        NS
        USD
        36622.35000000
        0.020787504738
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773605
        
          
          
        
        166635.00000000
        NS
        USD
        4543719.86000000
        2.579097139369
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TEXAS CAPITAL BANCSHARES
        549300466Q2SXRX0YM48
        Texas Capital Bancshares Inc
        88224Q305
        
          
          
        
        60200.00000000
        NS
        USD
        1551053.00000000
        0.880405588057
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475857
        
          
          
        
        65809.00000000
        NS
        USD
        1688494.42000000
        0.958419810780
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83370RAB4
        
          
          
        
        750000.00000000
        PA
        USD
        758437.50000000
        0.430502770177
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE TRUST V
        N/A
        SCE Trust V
        78409W201
        
          
          
        
        32270.00000000
        NS
        USD
        828622.61000000
        0.470341101325
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM LP
        52990024YYS3MLGW0E91
        DCP Midstream LP
        23311P209
        
          
          
        
        3700.00000000
        NS
        USD
        91423.67000000
        0.051893719910
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ALLIANZ SE
        529900K9B0N5BT694847
        Allianz SE
        018820AB6
        
          
          
        
        400000.00000000
        PA
        USD
        375120.00000000
        0.212924860847
        Long
        DBT
        CORP
        DE
        N
        2
        
          N/A
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STIFEL FINANCIAL CORP
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630862
        
          
          
        
        16000.00000000
        NS
        USD
        396720.00000000
        0.225185409456
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ZIONS BANCORP NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701818
        
          
          
        
        18000.00000000
        NS
        USD
        483210.00000000
        0.274278689512
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565AGF4
        
          
          
        
        420000.00000000
        PA
        USD
        486307.50000000
        0.276036886240
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148BAE8
        
          
          
        
        600000.00000000
        PA
        USD
        636000.00000000
        0.361005042383
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313AD7
        
          
          
        
        290000.00000000
        PA
        USD
        316645.49000000
        0.179733676946
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIONS BANCORP NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701BF3
        
          
          
        
        1225000.00000000
        PA
        USD
        1330080.50000000
        0.754977621503
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DJ3
        
          
          
        
        700000.00000000
        PA
        USD
        693700.00000000
        0.393756600474
        Long
        DBT
        CORP
        US
        N
        1
        
          2051-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RAV0
        
          
          
        
        3096000.00000000
        PA
        USD
        5303334.07000000
        3.010267831313
        Long
        DBT
        CORP
        US
        N
        2
        
          2039-08-01
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NAN5
        
          
          
        
        1120000.00000000
        PA
        USD
        1214037.92000000
        0.689109765353
        Long
        DBT
        CORP
        CA
        N
        2
        
          2077-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL ATLANTIC
        N/A
        Global Atlantic Fin Co
        37959GAC1
        
          
          
        
        1180000.00000000
        PA
        USD
        1216056.86000000
        0.690255752020
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-10-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCEAN SPRAY CRANBERRIES
        F58I6BK23LKYT8F1SB71
        Ocean Spray Cranberries Inc
        675022404
        
          
          
        
        34700.00000000
        NS
        USD
        3209750.00000000
        1.821911847155
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        RENAISSANCERE HOLDINGS L
        EK6GB9U3U58PDI411C94
        RenaissanceRe Holdings Ltd
        75968N309
        
          
          
        
        7332.00000000
        NS
        USD
        191026.46000000
        0.108430055485
        Long
        EP
        CORP
        BM
        N
        1
        
          N
          N
          N
        
      
      
        NEW YORK MORTGAGE TRUST
        549300JFGR0M7ULHWG48
        New York Mortgage Trust Inc
        649604865
        
          
          
        
        23000.00000000
        NS
        USD
        570170.00000000
        0.323638750025
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        MERCHANTS BANCORP
        54930008Y0GPVLF81889
        Merchants Bancorp/IN
        58844R603
        
          
          
        
        15700.00000000
        NS
        USD
        414558.50000000
        0.235310862992
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        DIME COMMUNITY BANCSHARE
        0002487650
        Dime Community Bancshares Inc
        25432X201
        
          
          
        
        29000.00000000
        NS
        USD
        751245.00000000
        0.426420177775
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TRISTATE CAPITAL HLDGS
        5493003JKSPN0881WX29
        TriState Capital Holdings Inc
        89678F506
        
          
          
        
        15000.00000000
        NS
        USD
        398475.00000000
        0.226181579031
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM LP
        52990024YYS3MLGW0E91
        DCP Midstream LP
        23311PAA8
        
          
          
        
        1140000.00000000
        PA
        USD
        1131450.00000000
        0.642231376108
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61762V200
        
          
          
        
        58216.00000000
        NS
        USD
        1593954.08000000
        0.904757012905
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        PEOPLE'S UNITED FIN INC
        ROPY7PEPIPIDJNF0BO69
        People's United Financial Inc
        712704204
        
          
          
        
        17600.00000000
        NS
        USD
        484088.00000000
        0.274777058109
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ARBOR REALTY TRUST INC
        549300ASFUWYQO0RW077
        Arbor Realty Trust Inc
        038923850
        
          
          
        
        45000.00000000
        NS
        USD
        1129950.00000000
        0.641379949121
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ATHENE HOLDING LTD
        549300H316CT32FQXI76
        Athene Holding Ltd
        04686J408
        
          
          
        
        21200.00000000
        NS
        USD
        536678.00000000
        0.304628088264
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273V407
        
          
          
        
        81955.00000000
        NS
        USD
        1972247.08000000
        1.119482925639
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        AXIS SPECIALTY FINANCE
        N/A
        AXIS Specialty Finance LLC
        05463HAC5
        
          
          
        
        655000.00000000
        PA
        USD
        688917.66000000
        0.391042058250
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-01-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCM6
        
          
          
        
        775000.00000000
        PA
        USD
        868387.50000000
        0.492912368306
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBC2
        
          
          
        
        1680000.00000000
        PA
        USD
        2229535.31000000
        1.265524353903
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-11-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS CAPITAL HLDGS LTD
        N/A
        Axis Capital Holdings Ltd
        05461T305
        
          
          
        
        17500.00000000
        NS
        USD
        442447.25000000
        0.251141019243
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        251525AX9
        
          
          
        
        400000.00000000
        PA
        USD
        408484.00000000
        0.231862867504
        Long
        DBT
        CORP
        DE
        N
        2
        
          N/A
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVB FINANCIAL GROUP
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486QAJ0
        
          
          
        
        600000.00000000
        PA
        USD
        598230.00000000
        0.339566110857
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AU5
        
          
          
        
        1060000.00000000
        PA
        USD
        1059740.02000000
        0.601527501314
        Long
        DBT
        CORP
        US
        N
        1
        
          2062-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON BANCSHARES
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150AL8
        
          
          
        
        1000000.00000000
        PA
        USD
        1017500.00000000
        0.577551306014
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KUVARE US HOLDINGS INC
        254900MGBERNLZXF7O58
        Kuvare US Holdings Inc
        50149XAA2
        
          
        
        750000.00000000
        PA
        USD
        816562.50000000
        0.463495565914
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-02-17
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189TAS6
        
          
          
        
        670000.00000000
        PA
        USD
        698793.25000000
        0.396647620807
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HCF0
        
          
          
        
        880000.00000000
        PA
        USD
        866773.60000000
        0.491996289630
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSAL INSURANCE HOLDINGS 5.625%
        529900GGAZ6WVUCWQM46
        UNIVERSAL INSURANCE HOLDINGS 5.625%
        91359VAA5
        
          
        
        375000.00000000
        PA
        USD
        377112.02000000
        0.214055567238
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-11-30
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON CORP
        TF3RXI1ZB1TQ30H9JV10
        First Horizon Corp
        320517402
        
          
          
        
        15600.00000000
        NS
        USD
        427128.00000000
        0.242445537332
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SCE TRUST II
        N/A
        SCE Trust II
        78407R204
        
          
          
        
        132.00000000
        NS
        USD
        3323.10000000
        0.001886251346
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565ASK0
        
          
          
        
        350000.00000000
        PA
        USD
        346500.00000000
        0.196679633940
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816CH0
        
          
          
        
        575000.00000000
        PA
        USD
        568746.88000000
        0.322830961509
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPEER FINANCIAL ACA
        54930020HTACTODKHT04
        Compeer Financial ACA
        20453QAA0
        
          
        
        250000.00000000
        PA
        USD
        252500.00000000
        0.143323542770
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PECO ENERGY CAP TRST III
        N/A
        PECO Energy Capital Trust III
        69331VAA4
        
          
        
        500000.00000000
        PA
        USD
        620027.55000000
        0.351938792400
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-04-06
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA FINANCIAL INC
        549300T065Z4KJ686G75
        Voya Financial Inc
        929089209
        
          
          
        
        25000.00000000
        NS
        USD
        700812.50000000
        0.397793783436
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CADENCE BANK
        Q7C315HKI8VX0SSKBS64
        Cadence Bank
        12740C202
        
          
          
        
        25600.00000000
        NS
        USD
        692864.00000000
        0.393282071833
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        COBANK ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075Q870
        
          
          
        
        16300.00000000
        NS
        USD
        1642225.00000000
        0.932156455548
        Long
        EP
        USGA
        US
        N
        2
        
          N
          N
          N
        
      
      
        QBE INSURANCE GROUP LTD
        549300D2FBW76FPUSG65
        QBE Insurance Group Ltd
        74728GAE0
        
          
          
        
        500000.00000000
        PA
        USD
        539375.00000000
        0.306158953986
        Long
        DBT
        CORP
        AU
        N
        2
        
          N/A
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LONDON
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd/London
        556079AB7
        
          
          
        
        540000.00000000
        PA
        USD
        576225.90000000
        0.327076187817
        Long
        DBT
        CORP
        AU
        N
        2
        
          N/A
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESBANCO INC
        0001070448
        WesBanco Inc
        950810705
        
          
          
        
        36500.00000000
        NS
        USD
        1006122.50000000
        0.571093232320
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746TD3
        
          
          
        
        700000.00000000
        PA
        USD
        704637.50000000
        0.399964922252
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBM1
        
          
          
        
        1030000.00000000
        PA
        USD
        1065406.25000000
        0.604743755404
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        92857WBQ2
        
          
          
        
        700000.00000000
        PA
        USD
        843096.53000000
        0.478556758720
        Long
        DBT
        CORP
        GB
        N
        1
        
          2079-04-04
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        639057AD0
        
          
          
        
        300000.00000000
        PA
        USD
        290625.00000000
        0.164963978683
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL INSURANCE
        CNC20I6IOMGF7KY49D67
        Liberty Mutual Insurance Co
        53079QAD9
        
          
          
        
        2000000.00000000
        PA
        USD
        3226179.32000000
        1.831237424770
        Long
        DBT
        CORP
        US
        N
        2
        
          2097-10-15
          Fixed
          7.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BH2
        
          
          
        
        1250000.00000000
        PA
        USD
        1319362.50000000
        0.748893891874
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAU4
        
          
          
        
        1590000.00000000
        PA
        USD
        1605900.00000000
        0.911537732018
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05973KAB3
        
          
          
        
        600000.00000000
        PA
        USD
        587268.00000000
        0.333343882438
        Long
        DBT
        CORP
        MX
        N
        2
        
          N/A
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA TRUST
        549300Y0MFCAXLBWUV51
        Transcanada Trust
        89356BAB4
        
          
          
        
        1400000.00000000
        PA
        USD
        1526000.00000000
        0.866185054524
        Long
        DBT
        CORP
        CA
        N
        2
        
          2076-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746RN3
        
          
          
        
        2075000.00000000
        PA
        USD
        2261750.00000000
        1.283809991527
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148B108
        
          
          
        
        47700.00000000
        NS
        USD
        1319620.50000000
        0.749040337315
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAE9
        
          
          
        
        810000.00000000
        PA
        USD
        868725.00000000
        0.493103939378
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECTONE BANCORP INC
        549300E2M5ZYAZKUK134
        ConnectOne Bancorp Inc
        20786W503
        
          
          
        
        35800.00000000
        NS
        USD
        946015.00000000
        0.536975133916
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBC8
        
          
          
        
        292000.00000000
        PA
        USD
        322589.92000000
        0.183107842361
        Long
        DBT
        CORP
        CA
        N
        2
        
          2080-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF HAWAII CORP
        5493006Q8BQ8AD8M2U33
        Bank of Hawaii Corp
        062545207
        
          
          
        
        10000.00000000
        NS
        USD
        250250.00000000
        0.142046402290
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AY9
        
          
          
        
        575000.00000000
        PA
        USD
        540212.50000000
        0.306634334054
        Long
        DBT
        CORP
        NL
        N
        1
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RURAL UTIL COOP
        4NYF266XZC35SCTGX023
        National Rural Utilities Cooperative Finance Corp
        637432105
        
          
          
        
        5094.00000000
        NS
        USD
        136684.76000000
        0.077584728894
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61745VAB9
        
          
          
        
        476000.00000000
        PA
        USD
        491470.00000000
        0.278967214119
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HHA1
        
          
          
        
        1832000.00000000
        PA
        USD
        1834242.17000000
        1.041148855853
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Floating
          3.59863000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH TELECOMMUNICATIO
        549300OWFMSO9NYV4H90
        British Telecommunications PLC
        11102AAG6
        
          
          
        
        740000.00000000
        PA
        USD
        737661.60000000
        0.418709995554
        Long
        DBT
        CORP
        GB
        N
        2
        
          2081-11-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAN1
        
          
          
        
        1825000.00000000
        PA
        USD
        1785361.00000000
        1.013403024332
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M&T BANK CORPORATION
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261FAG9
        
          
          
        
        2790000.00000000
        PA
        USD
        2983556.25000000
        1.693520205165
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL - ESCROW
        N/A
        WASHINGTON MUTUAL - ESCROW
        000000000
        
          
        
        1000.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EP
        CORP
        US
        N
        N/A
        
          N
          N
          N
        
      
      
        INDIANAPOLIS P&L
        2T85JNP2R2B2GTSFND21
        Indianapolis Power & Light Co
        455434878
        
          
          
        
        25000.00000000
        NS
        USD
        2596500.00000000
        1.473820114071
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCA2
        
          
          
        
        453000.00000000
        PA
        USD
        484596.75000000
        0.275065833762
        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
        
          
          
        
        50000.00000000
        NS
        USD
        1340750.00000000
        0.761033821660
        Long
        EP
        CORP
        US
        Y
        2
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746556
        
          
          
        
        59490.00000000
        NS
        USD
        1554699.76000000
        0.882475554642
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        STERLING BANCORP/DE
        549300LQK6SKH5ZXO648
        Sterling Bancorp/DE
        85917A209
        
          
          
        
        8494.00000000
        NS
        USD
        219952.13000000
        0.124848786184
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83367TBU2
        
          
          
        
        400000.00000000
        PA
        USD
        438680.00000000
        0.249002660366
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON BANCSHARES
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150AT1
        
          
          
        
        875000.00000000
        PA
        USD
        998593.75000000
        0.566819778369
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AT4
        
          
          
        
        1351000.00000000
        PA
        USD
        1350162.38000000
        0.766376457887
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG RE FINANCE TRUST INC
        N/A
        TPG RE Finance Trust Inc
        87266M206
        
          
          
        
        21700.00000000
        NS
        USD
        515483.50000000
        0.292597708750
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NB3
        
          
          
        
        350000.00000000
        PA
        USD
        348250.00000000
        0.197672965424
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN ALLIANCE BANCORP
        5493003VJXZ5JXT9S762
        Western Alliance Bancorp
        957638406
        
          
          
        
        18900.00000000
        NS
        USD
        490738.50000000
        0.278552001559
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        COBANK ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075Q862
        
          
          
        
        10000.00000000
        NS
        USD
        1065000.00000000
        0.604513160595
        Long
        EP
        USGA
        US
        N
        2
        
          N
          N
          N
        
      
      
        SBL HOLDINGS INC
        N/A
        SBL Holdings Inc
        78397DAA6
        
          
          
        
        975000.00000000
        PA
        USD
        978656.25000000
        0.555502894670
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BK4
        
          
          
        
        1020000.00000000
        PA
        USD
        1081200.00000000
        0.613708572052
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACE CAPITAL TRUST II
        N/A
        ACE Capital Trust II
        00440FAA2
        
          
          
        
        975000.00000000
        PA
        USD
        1461438.08000000
        0.829538547187
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-04-01
          Fixed
          9.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NY COMMUNITY BANCORP INC
        529900HVXOTLY61GL030
        New York Community Bancorp Inc
        649445202
        
          
          
        
        174600.00000000
        NS
        USD
        4826817.00000000
        2.739788169281
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        QBE INSURANCE GROUP LTD
        549300D2FBW76FPUSG65
        QBE Insurance Group Ltd
        74737EAA2
        
          
          
        
        4043000.00000000
        PA
        USD
        4459469.43000000
        2.531275079537
        Long
        DBT
        CORP
        AU
        N
        2
        
          2043-11-24
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473PAG0
        
          
          
        
        325000.00000000
        PA
        USD
        335562.50000000
        0.190471312161
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNOVUS FINANCIAL CORP
        549300EIUS8UN5JTLE54
        Synovus Financial Corp
        87161C709
        
          
          
        
        67827.00000000
        NS
        USD
        1793515.45000000
        1.018031636860
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        AMERICAN EQUITY INVESTME
        549300RK5RZQ740FPL83
        American Equity Investment Life Holding Co
        025676503
        
          
          
        
        50000.00000000
        NS
        USD
        1343875.00000000
        0.762807627882
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAG3
        
          
          
        
        500000.00000000
        PA
        USD
        541875.00000000
        0.307577998964
        Long
        DBT
        CORP
        MX
        N
        2
        
          2034-09-13
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128B523
        
          
          
        
        24000.00000000
        NS
        USD
        594120.00000000
        0.337233200913
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAF8
        
          
          
        
        500000.00000000
        PA
        USD
        510262.50000000
        0.289634175219
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MU2
        
          
          
        
        200000.00000000
        PA
        USD
        198976.00000000
        0.112942357410
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST REPUBLIC BANK
        YWC0TIKBQM2JV8L4IV08
        First Republic Bank/CA
        33616C720
        
          
          
        
        17000.00000000
        NS
        USD
        388025.00000000
        0.220249971023
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JM4
        
          
          
        
        460000.00000000
        PA
        USD
        490337.00000000
        0.278324102935
        Long
        DBT
        CORP
        US
        N
        1
        
          N/A
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANNALY CAPITAL MGMT
        2DTL0G3FPRYUT58TI025
        Annaly Capital Management Inc
        035710870
        
          
          
        
        3440.00000000
        NS
        USD
        86890.27000000
        0.049320480509
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        TEXAS CAPITAL BANCSHARES
        549300466Q2SXRX0YM48
        Texas Capital Bancshares Inc
        88224QAA5
        
          
          
        
        475000.00000000
        PA
        USD
        498573.86000000
        0.282999492862
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-05-06
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        05946KAG6
        
          
          
        
        800000.00000000
        PA
        USD
        841000.00000000
        0.477366730573
        Long
        DBT
        CORP
        ES
        N
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473P881
        
          
          
        
        30000.00000000
        NS
        USD
        810054.00000000
        0.459801224218
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        QWEST CORP
        549300R2L4N683OO1509
        Qwest Corp
        74913G873
        
          
          
        
        28330.00000000
        NS
        USD
        733894.32000000
        0.416571619648
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SVB FINANCIAL GROUP
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486QAP6
        
          
          
        
        450000.00000000
        PA
        USD
        448031.25000000
        0.254310598106
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773886
        
          
          
        
        51230.00000000
        NS
        USD
        1345555.95000000
        0.763761765344
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38144GAB7
        
          
          
        
        250000.00000000
        PA
        USD
        259467.50000000
        0.147278421123
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA TRUST
        549300Y0MFCAXLBWUV51
        Transcanada Trust
        89356BAE8
        
          
          
        
        1700000.00000000
        PA
        USD
        1808375.00000000
        1.026466184780
        Long
        DBT
        CORP
        CA
        N
        2
        
          2079-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565AAN3
        
          
          
        
        5315000.00000000
        PA
        USD
        5977594.48000000
        3.392990170762
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BL2
        
          
          
        
        350000.00000000
        PA
        USD
        371875.00000000
        0.211082940466
        Long
        DBT
        CORP
        GB
        N
        1
        
          N/A
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COBANK ACB
        P0J8I7M2E0A77CKF1705
        CoBank ACB
        19075QAC6
        
          
          
        
        447000.00000000
        PA
        USD
        496170.00000000
        0.281635018678
        Long
        DBT
        USGA
        US
        N
        2
        
          N/A
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEHMAN BROS HLDG-ESCROW
        N/A
        LEHMAN BROS HLDG-ESCROW
        000000000
        
          
        
        19500.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EP
        CORP
        US
        N
        N/A
        
          N
          N
          N
        
      
      
        REGIONS FINANCIAL CORP
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EPAR1
        
          
          
        
        575000.00000000
        PA
        USD
        625312.50000000
        0.354938625103
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBG9
        
          
          
        
        1600000.00000000
        PA
        USD
        1754600.00000000
        0.995942527305
        Long
        DBT
        CORP
        GB
        N
        1
        
          N/A
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QWEST CORP
        549300R2L4N683OO1509
        Qwest Corp
        74913G881
        
          
          
        
        22170.00000000
        NS
        USD
        559238.25000000
        0.317433692050
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        FIRST HORIZON BANK
        COOWI3L2W9TPYR3WJX37
        First Horizon Bank
        337158208
        
          
          
        
        795.00000000
        NS
        USD
        676743.75000000
        0.384131927911
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        LEHMAN BROS HLDG-ESCROW
        N/A
        LEHMAN BROS HLDG-ESCROW
        000000000
        
          
        
        15000.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EP
        CORP
        US
        N
        N/A
        
          N
          N
          N
        
      
      
        COMERICA INC
        I9Q57JVPWHHZ3ZGBW498
        Comerica Inc
        200340AU1
        
          
          
        
        850000.00000000
        PA
        USD
        924375.00000000
        0.524691880587
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B202
        
          
          
        
        41500.00000000
        NS
        USD
        1088752.50000000
        0.617995506930
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        EMERA INC
        NQZVQT2P5IUF2PGA1Q48
        Emera Inc
        290876AD3
        
          
          
        
        2180000.00000000
        PA
        USD
        2560410.00000000
        1.453334780769
        Long
        DBT
        CORP
        CA
        N
        2
        
          2076-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCH CAPITAL GROUP LTD
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd
        03939A107
        
          
          
        
        10500.00000000
        NS
        USD
        268642.50000000
        0.152486316192
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        054536AC1
        
          
          
        
        1423000.00000000
        PA
        USD
        1967297.50000000
        1.116673454982
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          6.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARBOR REALTY TRUST INC
        549300ASFUWYQO0RW077
        Arbor Realty Trust Inc
        038923876
        
          
          
        
        21190.00000000
        NS
        USD
        534305.85000000
        0.303281613247
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        KKR REAL ESTATE FIN
        549300K23AYZDZ2REL62
        KKR Real Estate Finance Trust Inc
        48251K209
        
          
          
        
        40000.00000000
        NS
        USD
        1030600.00000000
        0.584987101699
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EAN4
        
          
          
        
        3736000.00000000
        PA
        USD
        5240337.76000000
        2.974509992379
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-03-15
          Fixed
          7.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AL2
        
          
          
        
        1100000.00000000
        PA
        USD
        1172875.00000000
        0.665744951392
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AN8
        
          
          
        
        210000.00000000
        PA
        USD
        208446.00000000
        0.118317699787
        Long
        DBT
        CORP
        CH
        N
        2
        
          N/A
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400FU2
        
          
          
        
        445000.00000000
        PA
        USD
        445987.95000000
        0.253150784264
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST CITIZENS BANCSHARE
        549300N3Z00ZHE2XC526
        First Citizens BancShares Inc/NC
        319626305
        
          
          
        
        14600.00000000
        NS
        USD
        385002.00000000
        0.218534061836
        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
        0.735632916555
        Long
        DBT
        CORP
        JE
        
        N
        2
        
          N/A
          Fixed
          10.17600000
          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
        
      
      
        CARLYLE FINANCE LLC
        N/A
        Carlyle Finance LLC
        14314C105
        
          
          
        
        11500.00000000
        NS
        USD
        287097.50000000
        0.162961706219
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        DELPHI FINANCIAL GROUP
        5493001NGT0EEYMZG011
        Delphi Financial Group Inc
        247131303
        
          
          
        
        139279.00000000
        NS
        USD
        3353141.93000000
        1.903303686412
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAH2
        
          
          
        
        5600000.00000000
        PA
        USD
        5628000.00000000
        3.194554054300
        Long
        DBT
        CORP
        ES
        N
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GROUP
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610204
        
          
          
        
        34300.00000000
        NS
        USD
        925585.50000000
        0.525378982165
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SIGNATURE BANK NEW YORK
        VLP5AP0XK2GM6GKD1007
        Signature Bank/New York NY
        82669G203
        
          
          
        
        47000.00000000
        NS
        USD
        1199440.00000000
        0.680823723328
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        SVB FINANCIAL GROUP
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486QAG6
        
          
          
        
        300000.00000000
        PA
        USD
        294750.00000000
        0.167305402897
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBM5
        
          
          
        
        700000.00000000
        PA
        USD
        697627.00000000
        0.395985636325
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-12-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBA2
        
          
          
        
        590000.00000000
        PA
        USD
        634250.00000000
        0.360011710899
        Long
        DBT
        CORP
        GB
        N
        2
        
          N/A
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE HOLDING LTD
        549300H316CT32FQXI76
        Athene Holding Ltd
        04686J309
        
          
          
        
        23000.00000000
        NS
        USD
        637445.00000000
        0.361825250380
        Long
        EP
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874BS5
        
          
          
        
        1610000.00000000
        PA
        USD
        2401709.45000000
        1.363253493381
        Long
        DBT
        CORP
        US
        N
        2
        
          2058-05-15
          Fixed
          8.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
        
        2802000.00000000
        PA
        USD
        2845459.02000000
        1.615133732886
        Long
        DBT
        CORP
        GB
        N
        1
        
          N/A
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENAISSANCERE HOLDINGS L
        EK6GB9U3U58PDI411C94
        RenaissanceRe Holdings Ltd
        000000000
        
          
          
          
        
        24900.00000000
        NS
        USD
        607435.50000000
        0.344791318274
        Long
        EP
        CORP
        BM
        N
        1
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AS6
        
          
          
        
        600000.00000000
        PA
        USD
        616170.00000000
        0.349749177618
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APOLLO MANAGEMENT HOLDIN
        5493006XQW0V5K38YM64
        Apollo Management Holdings LP
        03765HAE1
        
          
          
        
        325000.00000000
        PA
        USD
        337045.49000000
        0.191313083966
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-01-14
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83370RAA6
        
          
          
        
        750000.00000000
        PA
        USD
        786210.01000000
        0.446266946513
        Long
        DBT
        CORP
        FR
        N
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON FEDERAL INC
        0003065617
        Washington Federal Inc
        938824307
        
          
          
        
        18000.00000000
        NS
        USD
        457470.00000000
        0.259668202420
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95002Y400
        
          
          
        
        40000.00000000
        NS
        USD
        979400.00000000
        0.555925060551
        Long
        EP
        CORP
        US
        N
        1
        
          N
          N
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      2022-01-21
      Flaherty & Crumrine Preferred & Income Fund Inc
      Bradford Stone 
      Bradford Stone 
      Chief Financial Officer, Treasurer and Vice President
    
  





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