0001752724-23-010033.txt : 20230124
0001752724-23-010033.hdr.sgml : 20230124
20230124171815
ACCESSION NUMBER: 0001752724-23-010033
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221130
FILED AS OF DATE: 20230124
DATE AS OF CHANGE: 20230124
PERIOD START: 20221130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Flaherty & Crumrine PREFERRED & INCOME OPPORTUNITY FUND INC
CENTRAL INDEX KEY: 0000882071
IRS NUMBER: 954355600
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06495
FILM NUMBER: 23549018
BUSINESS ADDRESS:
STREET 1: 301 E COLORADO BLVD STE 720
STREET 2: C/O FLAHERTY & CRUMRINE INC
CITY: PASADENA
STATE: CA
ZIP: 91101
BUSINESS PHONE: (626) 795-7300
MAIL ADDRESS:
STREET 1: 301 COLORADO BLVD STE 800
STREET 2: C/O FLAHERTY & CRUMRINE INC
CITY: PASADENA
STATE: CA
ZIP: 91101
FORMER COMPANY:
FORMER CONFORMED NAME: Flaherty & Crumrine PREFERRED INCOME OPPORTUNITY FUND INC
DATE OF NAME CHANGE: 20050708
FORMER COMPANY:
FORMER CONFORMED NAME: PREFERRED INCOME OPPORTUNITY FUND INC
DATE OF NAME CHANGE: 19920929
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000882071
XXXXXXXX
Flaherty & Crumrine Preferred & Income Opportunity Fund Inc
811-06495
0000882071
2549008Y9TGWYEWYW496
301 East Colorado Boulevard
Suite 800
Pasadena
91101
626-795-7300
Flaherty & Crumrine Preferred and Income Opportunity Fund Incorporated
2549008Y9TGWYEWYW496
2022-11-30
2022-11-30
N
204700497.53
81776592.92
122923904.61
0.00000000
0.00000000
80600000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
950000.00000000
PA
USD
740377.18000000
0.602305289885
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
WEBSTER FINANCIAL CORP
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890703
13515.00000000
NS
USD
333144.75000000
0.271017058119
Long
EP
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
525000.00000000
PA
USD
375204.88000000
0.305233454136
Long
DBT
CORP
NL
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
4200000.00000000
PA
USD
3267714.20000000
2.658322813912
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
31500.00000000
NS
USD
791910.00000000
0.644227827380
Long
EP
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
200000.00000000
PA
USD
192593.00000000
0.156676604612
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
490000.00000000
PA
USD
443357.43000000
0.360676331757
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
825000.00000000
PA
USD
798187.50000000
0.649334645309
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923876
9389.00000000
NS
USD
171255.36000000
0.139318190829
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
560000.00000000
PA
USD
541713.63000000
0.440690223531
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74737EAA2
3634000.00000000
PA
USD
3629457.50000000
2.952605119008
Long
DBT
CORP
AU
N
2
2043-11-24
Fixed
7.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967341
115370.00000000
NS
USD
2887711.10000000
2.349185953018
Long
EP
CORP
US
N
1
N
N
N
MERCHANTS BANCORP
54930008Y0GPVLF81889
Merchants Bancorp/IN
58844R603
14000.00000000
NS
USD
305340.00000000
0.248397576507
Long
EP
CORP
US
N
1
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G873
24920.00000000
NS
USD
502138.00000000
0.408494996634
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
48267.00000000
NS
USD
1232739.18000000
1.002847398893
Long
EP
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351885
41400.00000000
NS
USD
1085508.00000000
0.883073152812
Long
EP
CORP
US
N
1
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187885
14500.00000000
NS
USD
383815.00000000
0.312237885070
Long
EP
CORP
US
N
1
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
490000.00000000
PA
USD
395897.95000000
0.322067502863
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089209
23000.00000000
NS
USD
504160.00000000
0.410139916722
Long
EP
CORP
US
N
1
N
N
N
KKR REAL ESTATE FIN
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust Inc
48251K209
61284.00000000
NS
USD
1087791.00000000
0.884930399381
Long
EP
CORP
US
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
330000.00000000
PA
USD
259372.96000000
0.211002864595
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
610000.00000000
PA
USD
501377.30000000
0.407876158498
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AK2
3630000.00000000
PA
USD
3533336.26000000
2.874409392713
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
4661000.00000000
PA
USD
4629281.90000000
3.765973684847
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
DIME COMMUNITY BANCSHARE
0002487650
Dime Community Bancshares Inc
25432X201
27000.00000000
NS
USD
562680.00000000
0.457746604930
Long
EP
CORP
US
N
1
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
319626305
13600.00000000
NS
USD
271864.00000000
0.221164468263
Long
EP
CORP
US
N
1
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
2200000.00000000
PA
USD
1822325.67000000
1.482482740669
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
AXIS CAPITAL HLDGS LTD
N/A
Axis Capital Holdings Ltd
05461T305
15962.00000000
NS
USD
337117.44000000
0.274248886796
Long
EP
CORP
BM
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
800000.00000000
PA
USD
621840.00000000
0.505873940445
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAC2
1050000.00000000
PA
USD
1080187.50000000
0.878744865310
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
425000.00000000
PA
USD
355671.88000000
0.289343135599
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
400000.00000000
PA
USD
342603.41000000
0.278711786032
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
CONNECTONE BANCORP INC
549300E2M5ZYAZKUK134
ConnectOne Bancorp Inc
20786W503
32800.00000000
NS
USD
709464.00000000
0.577157064975
Long
EP
CORP
US
N
1
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
420000.00000000
PA
USD
368503.80000000
0.299782049040
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
650000.00000000
PA
USD
648362.00000000
0.527449890285
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
825000.00000000
PA
USD
750296.22000000
0.610374542185
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
1475000.00000000
PA
USD
1423375.00000000
1.157931815228
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Fin Co
37959GAC1
1090000.00000000
PA
USD
807683.07000000
0.657059399929
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
4.70000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
300000.00000000
PA
USD
262011.00000000
0.213148940258
Long
DBT
CORP
FR
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
325000.00000000
PA
USD
239652.53000000
0.194960069614
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
9000.00000000
NS
USD
891000.00000000
0.724838673833
Long
EP
USGA
US
N
2
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158208
750.00000000
NS
USD
660000.00000000
0.536917536173
Long
EP
CORP
US
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
325000.00000000
PA
USD
288502.50000000
0.234700077999
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
700000.00000000
PA
USD
589750.00000000
0.479768359027
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBC2
904000.00000000
PA
USD
1029275.69000000
0.837327526542
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.25000000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
63135.00000000
NS
USD
1521553.50000000
1.237801146023
Long
EP
CORP
US
N
1
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
550000.00000000
PA
USD
445225.00000000
0.362195621276
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
500000.00000000
PA
USD
422401.60000000
0.343628524769
Long
DBT
CORP
AU
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
275000.00000000
PA
USD
245223.11000000
0.199491800051
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
1030000.00000000
PA
USD
943005.86000000
0.767146034769
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
475000.00000000
PA
USD
353281.25000000
0.287398330797
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
1343000.00000000
PA
USD
1263916.87000000
1.028210805709
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
2500000.00000000
PA
USD
2482987.38000000
2.019938585483
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
69411.00000000
NS
USD
1723475.13000000
1.402066697659
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61745VAB9
444000.00000000
PA
USD
433751.83000000
0.352862066476
Long
DBT
CORP
US
N
2
N/A
Fixed
5.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746465
34400.00000000
NS
USD
875136.00000000
0.711933128691
Long
EP
CORP
US
N
1
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings Inc
299808AE5
1031000.00000000
PA
USD
879961.67000000
0.715858866338
Long
DBT
CORP
US
N
2
2037-05-15
Floating
6.99114000
N
N
N
N
N
N
TPG RE FINANCE TRUST INC
N/A
TPG RE Finance Trust Inc
87266M206
20500.00000000
NS
USD
340092.95000000
0.276669498157
Long
EP
CORP
US
N
1
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
130000.00000000
PA
USD
116448.63000000
0.094732290167
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FU2
580000.00000000
PA
USD
570729.81000000
0.464295217281
Long
DBT
CORP
US
N
2
N/A
Floating
8.63857000
N
N
N
N
N
N
PROVIDENT FINANCING TR I
N/A
Provident Financing Trust I
743863AA0
4944000.00000000
PA
USD
5162796.72000000
4.199994082827
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAS6
620000.00000000
PA
USD
586437.90000000
0.477073927858
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
11102AAG6
670000.00000000
PA
USD
542048.43000000
0.440962587154
Long
DBT
CORP
GB
N
2
2081-11-23
Fixed
4.87500000
N
N
N
N
N
N
FULTON FINANCIAL CORP
5493005QLZ6O1BNC0C11
Fulton Financial Corp
360271308
7700.00000000
NS
USD
158928.00000000
0.129289742710
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
430000.00000000
PA
USD
401424.07000000
0.326563064583
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267843
25000.00000000
NS
USD
620250.00000000
0.504580457290
Long
EP
CORP
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
139104.00000000
NS
USD
3569408.64000000
2.903754685733
Long
EP
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
275000.00000000
PA
USD
212300.91000000
0.172709214431
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCM6
725000.00000000
PA
USD
630475.08000000
0.512898676624
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165B202
39000.00000000
NS
USD
723450.00000000
0.588534835673
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U128
28000.00000000
NS
USD
521080.00000000
0.423904529922
Long
EP
CORP
US
N
1
N
N
N
HEARTLAND FINANCIAL USA
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234Q201
29600.00000000
NS
USD
784992.00000000
0.638599955387
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
4167000.00000000
PA
USD
4134334.43000000
3.363328266472
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
13085.00000000
NS
USD
254241.55000000
0.206828403967
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
148000.00000000
NS
USD
3754760.00000000
3.054540133518
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148B108
38932.00000000
NS
USD
989651.44000000
0.805092746719
Long
EP
CORP
US
N
1
N
N
N
FT REAL ESTATE SECS CO
0002671824
FT Real Estate Securities Co Inc
302663208
1.00000000
NS
USD
1307000.00000000
1.063259423906
Long
EP
CORP
US
N
2
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
950000.00000000
PA
USD
883500.00000000
0.718737338195
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST
549300JFGR0M7ULHWG48
New York Mortgage Trust Inc
649604865
21000.00000000
NS
USD
387450.00000000
0.315194999076
Long
EP
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
3430000.00000000
PA
USD
3049510.10000000
2.480811287011
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610204
34400.00000000
NS
USD
867912.00000000
0.706056322204
Long
EP
CORP
US
N
1
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224Q305
25300.00000000
NS
USD
519915.00000000
0.422956789120
Long
EP
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
1270000.00000000
PA
USD
1052084.78000000
0.855882981701
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517402
14500.00000000
NS
USD
360470.00000000
0.293246461006
Long
EP
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BK7
725000.00000000
PA
USD
669715.92000000
0.544821548033
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
415000.00000000
PA
USD
399569.60000000
0.325054432063
Long
DBT
USGA
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
3054000.00000000
PA
USD
3347458.92000000
2.723196054193
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
7.80000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAG3
480000.00000000
PA
USD
424545.60000000
0.345372693250
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
5.87500000
N
N
N
N
N
N
ACE CAPITAL TRUST II
N/A
ACE Capital Trust II
00440FAA2
1127000.00000000
PA
USD
1395312.59000000
1.135102724264
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002Y400
36000.00000000
NS
USD
611280.00000000
0.497283259866
Long
EP
CORP
US
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP506
8627.00000000
NS
USD
223266.76000000
0.181630058619
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AV6
280000.00000000
PA
USD
248515.84000000
0.202170473504
Long
DBT
CORP
US
N
2
N/A
Fixed
4.45000000
N
N
N
N
N
N
CADENCE BANK
Q7C315HKI8VX0SSKBS64
Cadence Bank
12740C202
18800.00000000
NS
USD
407584.00000000
0.331574237975
Long
EP
CORP
US
N
1
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
419000.00000000
PA
USD
387800.90000000
0.315480460232
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
CARLYLE FINANCE LLC
N/A
Carlyle Finance LLC
14314C105
10600.00000000
NS
USD
178504.00000000
0.145215042237
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
225.00000000
NS
USD
267781.50000000
0.217843307898
Long
EP
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
700000.00000000
PA
USD
584584.00000000
0.475565759039
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAC2
1025000.00000000
PA
USD
781562.50000000
0.635810017977
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
DCP MIDSTREAM LP
52990024YYS3MLGW0E91
DCP Midstream LP
23311P209
3800.00000000
NS
USD
94810.00000000
0.077129017582
Long
EP
CORP
US
N
1
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E301
11200.00000000
NS
USD
202832.00000000
0.165006148025
Long
EP
CORP
US
N
1
N
N
N
DCP MIDSTREAM LP
52990024YYS3MLGW0E91
DCP Midstream LP
23311PAA8
1060000.00000000
PA
USD
1062862.00000000
0.864650373230
Long
DBT
CORP
US
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
550000.00000000
PA
USD
438625.00000000
0.356826445915
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
550000.00000000
PA
USD
477812.50000000
0.388705924625
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967358
60796.00000000
NS
USD
1540570.64000000
1.253271806560
Long
EP
CORP
US
N
1
N
N
N
WINTRUST FINANCIAL CORP
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W504
33000.00000000
NS
USD
831600.00000000
0.676516095578
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
1710000.00000000
PA
USD
1528312.50000000
1.243299669701
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
300000.00000000
PA
USD
254400.88000000
0.206958020742
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
2704000.00000000
PA
USD
3576229.28000000
2.909303354255
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1480000.00000000
PA
USD
1337402.00000000
1.087991798050
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
640000.00000000
PA
USD
506209.41000000
0.411807135158
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDM8
515000.00000000
PA
USD
433887.50000000
0.352972435570
Long
DBT
CORP
US
N
2
N/A
Fixed
4.35000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
270000.00000000
PA
USD
268650.00000000
0.218549842565
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.87500000
N
N
N
N
N
N
UNIVERSAL INSURANCE HLDS
529900GGAZ6WVUCWQM46
Universal Insurance Holdings Inc
91359VAC1
340000.00000000
PA
USD
300287.70000000
0.244287472768
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
5.62500000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
900000.00000000
PA
USD
834750.00000000
0.679078656546
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A107
9900.00000000
NS
USD
219780.00000000
0.178793539545
Long
EP
CORP
BM
N
1
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
240000.00000000
PA
USD
222460.49000000
0.180974148767
Long
DBT
CORP
US
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
325000.00000000
PA
USD
247812.50000000
0.201598298383
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
BANK OF HAWAII CORP
5493006Q8BQ8AD8M2U33
Bank of Hawaii Corp
062545207
3000.00000000
NS
USD
53820.00000000
0.043783184540
Long
EP
CORP
US
N
1
N
N
N
WASHINGTON FEDERAL INC
0003065617
Washington Federal Inc
938824307
17000.00000000
NS
USD
320620.00000000
0.260828030981
Long
EP
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
2240000.00000000
PA
USD
2205112.00000000
1.793883790948
Long
DBT
CORP
US
N
2
N/A
Fixed
6.45000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773886
47720.00000000
NS
USD
1105672.40000000
0.899477122458
Long
EP
CORP
US
N
1
N
N
N
PECO ENERGY CAP TRST III
N/A
PECO Energy Capital Trust III
69331VAA4
1500000.00000000
PA
USD
1600820.01000000
1.302285357009
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
7.38000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BF1
520000.00000000
PA
USD
503100.00000000
0.409277594619
Long
DBT
CORP
US
N
2
N/A
Fixed
6.20000000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings Inc
50149XAA2
700000.00000000
PA
USD
707000.00000000
0.575152572840
Long
DBT
CORP
US
N
2
2051-02-17
Fixed
7.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BD6
1000000.00000000
PA
USD
942500.00000000
0.766734511883
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
500000.00000000
PA
USD
406176.98000000
0.330429611139
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
2075000.00000000
PA
USD
2036405.00000000
1.656638720077
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
2030000.00000000
PA
USD
1928500.00000000
1.568856770469
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AGF4
380000.00000000
PA
USD
352226.97000000
0.286540661979
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
SCE TRUST V
N/A
SCE Trust V
78409W201
31470.00000000
NS
USD
621532.50000000
0.505623785684
Long
EP
CORP
US
N
1
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74728GAE0
475000.00000000
PA
USD
436971.94000000
0.355481662729
Long
DBT
CORP
AU
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V605
144300.00000000
NS
USD
3324672.00000000
2.704658634582
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
650000.00000000
PA
USD
566718.75000000
0.461032174171
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AC1
1453000.00000000
PA
USD
1412804.15000000
1.149332308050
Long
DBT
CORP
FR
N
2
N/A
Fixed
6.37900000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AH8
900000.00000000
PA
USD
739692.00000000
0.601747888131
Long
DBT
CORP
CA
N
2
2082-01-18
Fixed
4.75000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BR9
360000.00000000
PA
USD
378900.00000000
0.308239476448
Long
DBT
CORP
US
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BF3
1210000.00000000
PA
USD
1228150.00000000
0.999114048562
Long
DBT
CORP
US
N
2
N/A
Fixed
7.20000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
000000000
83000.00000000
NS
USD
2043460.00000000
1.662378043134
Long
EP
CORP
BM
N
1
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453QAA0
250000.00000000
PA
USD
221562.70000000
0.180243786351
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
SCE TRUST II
N/A
SCE Trust II
78407R204
121.00000000
NS
USD
2243.34000000
0.001824982705
Long
EP
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAU4
1480000.00000000
PA
USD
1469906.40000000
1.195785640444
Long
DBT
CORP
US
N
2
N/A
Fixed
6.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V506
1400.00000000
NS
USD
32592.00000000
0.026513964149
Long
EP
CORP
US
N
1
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630862
16000.00000000
NS
USD
287040.00000000
0.233510317550
Long
EP
CORP
US
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J309
12466.00000000
NS
USD
312771.94000000
0.254443544558
Long
EP
CORP
BM
N
1
N
N
N
NY COMMUNITY BANCORP INC
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
162500.00000000
NS
USD
3900000.00000000
3.172694531932
Long
EP
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
610000.00000000
PA
USD
597190.00000000
0.485820883980
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
LEHMAN BROS HLDG-ESCROW
N/A
LEHMAN BROS HLDG-ESCROW
000000000
9500.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
N/A
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAA6
910000.00000000
PA
USD
747585.10000000
0.608169015108
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
1290000.00000000
PA
USD
1197429.60000000
0.974122652383
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638406
17300.00000000
NS
USD
370220.00000000
0.301178197336
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
56200.00000000
NS
USD
1304964.00000000
1.061603114658
Long
EP
CORP
US
N
1
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
42000.00000000
NS
USD
971880.00000000
0.790635477357
Long
EP
CORP
BM
N
1
N
N
N
AMER AGCREDIT ACA
0002558989
American AgCredit Corp
02369GAA3
450000.00000000
PA
USD
384187.50000000
0.312540918073
Long
DBT
CORP
US
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
110000.00000000
PA
USD
104214.00000000
0.084779278961
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAG6
275000.00000000
PA
USD
157961.67000000
0.128503622221
Long
DBT
CORP
US
N
2
N/A
Fixed
4.10000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
580000.00000000
PA
USD
488786.00000000
0.397632992175
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
0004254959
MetLife Capital Trust IV
591560AA5
350000.00000000
PA
USD
377125.00000000
0.306795493680
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
12894.00000000
NS
USD
276576.30000000
0.224997978121
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
1850000.00000000
PA
USD
2054726.20000000
1.671543225476
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
853254CM0
1650000.00000000
PA
USD
1574412.48000000
1.280802529821
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055HAB9
1550000.00000000
PA
USD
1503500.00000000
1.223114417631
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BX7
300000.00000000
PA
USD
218127.99000000
0.177449610547
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AN8
200000.00000000
PA
USD
99500.00000000
0.080944386135
Long
DBT
CORP
CH
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
NORTHPOINTE BANCSHARES I
549300EYMKMD4WKEKP72
Northpointe Bancshares Inc
66661N308
46000.00000000
NS
USD
1114350.00000000
0.906536449143
Long
EP
CORP
US
Y
2
N
N
N
LEHMAN BROS HLDG-ESCROW
N/A
LEHMAN BROS HLDG-ESCROW
000000000
45800.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
N/A
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
225000.00000000
PA
USD
204106.99000000
0.166043366949
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
1000000.00000000
PA
USD
642300.00000000
0.522518384066
Long
DBT
CORP
CH
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
111980.00000000
NS
USD
2591217.20000000
2.107984779869
Long
EP
CORP
US
N
1
N
N
N
ANNALY CAPITAL MGMT
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710870
3110.00000000
NS
USD
75884.00000000
0.061732500477
Long
EP
CORP
US
N
1
N
N
N
WESBANCO INC
0001070448
WesBanco Inc
950810705
33900.00000000
NS
USD
851229.00000000
0.692484511210
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AL8
950000.00000000
PA
USD
881125.00000000
0.716805248576
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
302570AX4
293000.00000000
PA
USD
239103.23000000
0.194513207791
Long
DBT
CORP
US
N
2
2067-06-15
Floating
5.41757000
N
N
N
N
N
N
INDIANAPOLIS P&L
2T85JNP2R2B2GTSFND21
Indianapolis Power & Light Co
455434878
24000.00000000
NS
USD
2430000.00000000
1.976832746819
Long
EP
CORP
US
N
2
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857808
36930.00000000
NS
USD
830186.40000000
0.675366115837
Long
EP
CORP
CA
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261F872
16600.00000000
NS
USD
379974.00000000
0.309113187711
Long
EP
CORP
US
N
1
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
400000.00000000
PA
USD
362192.84000000
0.294648011018
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
1500000.00000000
PA
USD
1668300.96000000
1.357181880361
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.17500000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
625000.00000000
PA
USD
502906.25000000
0.409119976782
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473P881
28000.00000000
NS
USD
686560.00000000
0.558524399447
Long
EP
CORP
US
N
1
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C720
15000.00000000
NS
USD
252600.00000000
0.205492984299
Long
EP
CORP
US
N
1
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630706
20000.00000000
NS
USD
503000.00000000
0.409196243477
Long
EP
CORP
US
N
1
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AU1
790000.00000000
PA
USD
768749.00000000
0.625386089417
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G881
19728.00000000
NS
USD
373253.76000000
0.303646195737
Long
EP
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
820000.00000000
PA
USD
633450.00000000
0.515318808013
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
3350000.00000000
PA
USD
3886337.08000000
3.161579590503
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
200000.00000000
PA
USD
173791.28000000
0.141381190706
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
555000.00000000
PA
USD
534187.50000000
0.434567630840
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
BlackRock Liquidity Funds T-Fund
5493002L9DNZ83RX7V61
BlackRock Liquidity Funds T-Fund
09248U718
3525002.70000000
NS
USD
3525002.70000000
2.867629946497
Long
STIV
RF
US
N
1
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923850
49731.00000000
NS
USD
989646.90000000
0.805089053378
Long
EP
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AD0
275000.00000000
PA
USD
193484.69000000
0.157402004609
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
82600.00000000
NS
USD
1966706.00000000
1.599937787723
Long
EP
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
420000.00000000
PA
USD
356903.40000000
0.290344991181
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
BALTA GROUP NV
N/A
LEHMAN BROS HLDG-ESCROW
000000000
25000.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
N/A
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
Valley National Bancorp
919794305
18528.00000000
NS
USD
473946.24000000
0.385560677968
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
400000.00000000
PA
USD
370434.00000000
0.301352288780
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAA8
300000.00000000
PA
USD
297750.00000000
0.242223024841
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AU5
200000.00000000
PA
USD
154943.22000000
0.126048078680
Long
DBT
CORP
US
N
2
2062-02-15
Fixed
3.87500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
660000.00000000
PA
USD
648450.00000000
0.527521479290
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
410000.00000000
PA
USD
369410.00000000
0.300519253087
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
SIGNATURE BANK NEW YORK
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G203
44000.00000000
NS
USD
763400.00000000
0.621034616840
Long
EP
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
700000.00000000
PA
USD
470715.00000000
0.382932027333
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J408
20000.00000000
NS
USD
368200.00000000
0.299534904271
Long
EP
CORP
BM
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
700000.00000000
PA
USD
551320.00000000
0.448505115216
Long
DBT
CORP
FR
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
960000.00000000
PA
USD
698400.00000000
0.568156374641
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
600000.00000000
PA
USD
569029.35000000
0.462911873654
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
1245000.00000000
PA
USD
1029725.84000000
0.837693728707
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V407
72808.00000000
NS
USD
1683320.96000000
1.369400821866
Long
EP
CORP
US
N
1
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
1550000.00000000
PA
USD
1327187.50000000
1.079682185666
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
385000.00000000
PA
USD
328016.15000000
0.266844883459
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676503
47000.00000000
NS
USD
1020840.00000000
0.830464996404
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
300000.00000000
PA
USD
298800.00000000
0.243077211831
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730406
14000.00000000
NS
USD
348880.00000000
0.283817863666
Long
EP
CORP
US
N
1
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
75968N309
7926.00000000
NS
USD
179206.86000000
0.145786826873
Long
EP
CORP
BM
N
1
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
800000.00000000
PA
USD
968072.53000000
0.787538057037
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
DELPHI FINANCIAL GROUP
5493001NGT0EEYMZG011
Delphi Financial Group Inc
247131303
129700.00000000
NS
USD
2869612.50000000
2.334462535260
Long
EP
CORP
US
N
2
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
000000000
23000.00000000
NS
USD
410090.00000000
0.333612897589
Long
EP
CORP
BM
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
915000.00000000
PA
USD
770887.50000000
0.627125783586
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
300000.00000000
PA
USD
243000.00000000
0.197683274681
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
COMED FINANCING III
N/A
ComEd Financing III
20035AAA2
2512000.00000000
PA
USD
2618882.71000000
2.130490988151
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.35000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
175000.00000000
PA
USD
170070.52000000
0.138354309960
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBN9
650000.00000000
PA
USD
434508.30000000
0.353477463458
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
330000.00000000
PA
USD
311850.00000000
0.253693535841
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701818
17100.00000000
NS
USD
434682.00000000
0.353618770392
Long
EP
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
300000.00000000
PA
USD
280500.00000000
0.228189952873
Long
DBT
CORP
US
N
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
575000.00000000
PA
USD
376998.75000000
0.306692787864
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
500000.00000000
PA
USD
383950.00000000
0.312347709111
Long
DBT
CORP
US
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
2023-01-19
Flaherty & Crumrine Preferred & Income Opportunity Fund Inc
Bradford Stone
Bradford Stone
Chief Financial Officer, Treasurer and Vice President