0001752724-23-160416.txt : 20230724
0001752724-23-160416.hdr.sgml : 20230724
20230724134902
ACCESSION NUMBER: 0001752724-23-160416
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230531
FILED AS OF DATE: 20230724
DATE AS OF CHANGE: 20230724
PERIOD START: 20231130
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: 231104551
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
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Flaherty & Crumrine Preferred & Income Opportunity Fund Inc
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626-795-7300
Flaherty & Crumrine Preferred and Income Opportunity Fund Incorporated
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2023-05-31
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EP
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EP
CORP
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Banco Santander SA
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Morgan Stanley
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Liberty Mutual Group Inc
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Emera Inc
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USD
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CA
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2
2076-06-15
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ATHENE HOLDING LTD
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Athene Holding Ltd
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USD
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EP
CORP
BM
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1
N
N
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ENERGY TRANSFER LP
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Energy Transfer LP
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USD
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2
2029-11-15
Fixed
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UBS GROUP AG
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UBS Group AG
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USD
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DBT
CORP
CH
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Fixed
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ARBOR REALTY TRUST INC
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Arbor Realty Trust Inc
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USD
94699.25000000
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Long
EP
CORP
US
N
1
N
N
N
CADENCE BANK
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Cadence Bank
12740C202
18800.00000000
NS
USD
357012.00000000
0.315314348585
Long
EP
CORP
US
N
1
N
N
N
APOLLO MANAGEMENT HOLDIN
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Apollo Management Holdings LP
03765HAE1
300000.00000000
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USD
250055.42000000
0.220849892629
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US
N
2
2050-01-14
Fixed
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N
N
N
N
N
BARCLAYS PLC
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Barclays PLC
06738EBG9
1475000.00000000
PA
USD
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1.226711540814
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DBT
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GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
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Lincoln National Corp
534187885
14500.00000000
NS
USD
369750.00000000
0.326564598359
Long
EP
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
915000.00000000
PA
USD
771376.94000000
0.681283030681
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
380000.00000000
PA
USD
395200.00000000
0.349042134608
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
330000.00000000
PA
USD
261228.00000000
0.230717557539
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PC9
1200000.00000000
PA
USD
1194000.00000000
1.054545315593
Long
DBT
CORP
US
N
2
N/A
Fixed
7.37500000
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N
N
N
N
N
AXIS SPECIALTY FINANCE
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AXIS Specialty Finance LLC
05463HAC5
610000.00000000
PA
USD
485505.87000000
0.428800620520
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
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N
N
N
AMER AGCREDIT ACA
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American AgCredit Corp
02369GAA3
450000.00000000
PA
USD
393187.55000000
0.347264731157
Long
DBT
CORP
US
N
2
N/A
Fixed
5.25000000
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N
N
N
N
N
SYNCHRONY FINANCIAL
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Synchrony Financial
87165B202
39000.00000000
NS
USD
664950.00000000
0.587286354777
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS PLC
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Barclays PLC
06738EBA2
555000.00000000
PA
USD
538416.60000000
0.475531577359
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
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N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
1850000.00000000
PA
USD
2095205.16000000
1.850493121176
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
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Lincoln National Corp
534187BR9
360000.00000000
PA
USD
369900.00000000
0.326697078926
Long
DBT
CORP
US
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
825000.00000000
PA
USD
732187.50000000
0.646670769062
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AY9
525000.00000000
PA
USD
368812.50000000
0.325736594813
Long
DBT
CORP
NL
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAC2
1050000.00000000
PA
USD
1015875.00000000
0.897224641941
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.37500000
N
N
N
N
N
N
COBANK ACB
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CoBank ACB
19075Q862
9000.00000000
NS
USD
856125.00000000
0.756132837782
Long
EP
USGA
US
N
2
N
N
N
MORGAN STANLEY
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Morgan Stanley
61745VAB9
444000.00000000
PA
USD
439664.32000000
0.388313190192
Long
DBT
CORP
US
N
2
N/A
Floating
8.02629000
N
N
N
N
N
N
DCP MIDSTREAM LP
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DCP Midstream LP
23311P209
3800.00000000
NS
USD
94848.00000000
0.083770112306
Long
EP
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
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PNC Financial Services Group Inc/The
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1000000.00000000
PA
USD
898591.76000000
0.793639640819
Long
DBT
CORP
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N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
PROVIDENT FINANCING TR I
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Provident Financing Trust I
743863AA0
4944000.00000000
PA
USD
5022683.76000000
4.436053292139
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
WINTRUST FINANCIAL CORP
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Wintrust Financial Corp
97650W504
33000.00000000
NS
USD
769560.00000000
0.679678302402
Long
EP
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
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Energy Transfer LP
29273V605
144300.00000000
NS
USD
3290040.00000000
2.905775770615
Long
EP
CORP
US
N
1
N
N
N
GLOBAL ATLANTIC
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Global Atlantic Fin Co
37959GAC1
1090000.00000000
PA
USD
848341.55000000
0.749258465306
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
4.70000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
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Huntington Bancshares Inc/OH
446150AL8
950000.00000000
PA
USD
774506.50000000
0.684047069909
Long
DBT
CORP
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N
2
N/A
Floating
8.14029000
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N
N
N
N
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FIFTH THIRD BANCORP
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Fifth Third Bancorp
316773886
47720.00000000
NS
USD
1131918.40000000
0.999714611686
Long
EP
CORP
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N
1
N
N
N
BlackRock Liquidity Funds T-Fund
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BlackRock Liquidity Funds T-Fund
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USD
6595684.86000000
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Long
STIV
RF
US
N
1
N
N
N
CARLYLE FINANCE LLC
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Carlyle Finance LLC
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NS
USD
201718.00000000
0.178158100478
Long
EP
CORP
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N
1
N
N
N
HSBC HOLDINGS PLC
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HSBC Holdings PLC
404280BL2
325000.00000000
PA
USD
288979.02000000
0.255227363354
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
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N
N
N
N
N
JPMORGAN CHASE & CO
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JPMorgan Chase & Co
48128BAN1
700000.00000000
PA
USD
619339.00000000
0.547002547080
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
M&T BANK CORPORATION
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M&T Bank Corp
55261FAG9
2240000.00000000
PA
USD
2024705.94000000
1.788227943451
Long
DBT
CORP
US
N
2
N/A
Fixed
6.45000000
N
N
N
N
N
N
COMPEER FINANCIAL ACA
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Compeer Financial ACA
20453QAA0
250000.00000000
PA
USD
220937.50000000
0.195132835564
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
ZIONS BANCORP NA
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Zions Bancorp NA
989701818
17100.00000000
NS
USD
383553.00000000
0.338755460160
Long
EP
CORP
US
N
1
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAC2
1025000.00000000
PA
USD
594500.00000000
0.525064648341
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
111980.00000000
NS
USD
2217204.00000000
1.958242958052
Long
EP
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
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Edison International
281020AS6
385000.00000000
PA
USD
337991.50000000
0.298515371051
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
FT REAL ESTATE SECS CO
0002671824
FT Real Estate Securities Co Inc
302663208
1.00000000
NS
USD
1308250.00000000
1.155451347675
Long
EP
CORP
US
N
2
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517402
14500.00000000
NS
USD
304500.00000000
0.268935551589
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
560000.00000000
PA
USD
543798.26000000
0.480284679824
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BX7
300000.00000000
PA
USD
211619.70000000
0.186903319365
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
82600.00000000
NS
USD
1973314.00000000
1.742838387684
Long
EP
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
500000.00000000
PA
USD
325919.33000000
0.287853184851
Long
DBT
CORP
US
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U128
28000.00000000
NS
USD
516040.00000000
0.455768479613
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
900000.00000000
PA
USD
744904.57000000
0.657902533381
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
WEBSTER FINANCIAL CORP
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890703
13515.00000000
NS
USD
283004.10000000
0.249950291414
Long
EP
CORP
US
N
1
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630862
16000.00000000
NS
USD
249920.00000000
0.220730289173
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CM0
1650000.00000000
PA
USD
1610285.19000000
1.422209969752
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1480000.00000000
PA
USD
1282124.00000000
1.132376765669
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
610000.00000000
PA
USD
567044.00000000
0.500815405305
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
31500.00000000
NS
USD
818055.00000000
0.722509269805
Long
EP
CORP
US
N
1
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
550000.00000000
PA
USD
452051.64000000
0.399253718063
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BL5
275000.00000000
PA
USD
275412.50000000
0.243245361583
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
6.75000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AU5
200000.00000000
PA
USD
161999.73000000
0.143078774203
Long
DBT
CORP
US
N
2
2062-02-15
Fixed
3.87500000
N
N
N
N
N
N
NORTHPOINTE BANCSHARES I
549300EYMKMD4WKEKP72
Northpointe Bancshares Inc
66661N308
46000.00000000
NS
USD
1114350.00000000
0.984198134364
Long
EP
CORP
US
Y
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCM6
725000.00000000
PA
USD
606912.00000000
0.536026973682
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
490000.00000000
PA
USD
353761.86000000
0.312443812645
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
410000.00000000
PA
USD
362850.00000000
0.320470492263
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
HEARTLAND FINANCIAL USA
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234Q201
29600.00000000
NS
USD
687904.00000000
0.607559414386
Long
EP
CORP
US
N
1
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817M206
10800.00000000
NS
USD
262116.00000000
0.231501842497
Long
EP
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261F872
16600.00000000
NS
USD
385286.00000000
0.340286052314
Long
EP
CORP
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267843
25000.00000000
NS
USD
491500.00000000
0.434094658805
Long
EP
CORP
US
N
1
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
1550000.00000000
PA
USD
1312703.25000000
1.159384474917
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AC1
1453000.00000000
PA
USD
1524825.76000000
1.346731877976
Long
DBT
CORP
FR
N
2
N/A
Fixed
6.37900000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
950000.00000000
PA
USD
899821.00000000
0.794725310236
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158208
750.00000000
NS
USD
519375.00000000
0.458713964226
Long
EP
CORP
US
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
4661000.00000000
PA
USD
4545425.47000000
4.014536965466
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
1343000.00000000
PA
USD
1260136.90000000
1.112957675796
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
N
KKR REAL ESTATE FIN
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust Inc
48251K209
61284.00000000
NS
USD
1045505.04000000
0.923394005327
Long
EP
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
200000.00000000
PA
USD
189000.00000000
0.166925514779
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
4260000.00000000
PA
USD
4267987.50000000
3.769502701119
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAS6
620000.00000000
PA
USD
590904.49000000
0.521889080312
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST
549300JFGR0M7ULHWG48
New York Mortgage Trust Inc
649604865
21000.00000000
NS
USD
372540.00000000
0.329028736910
Long
EP
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
650000.00000000
PA
USD
658596.25000000
0.581674698747
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G881
19728.00000000
NS
USD
262382.40000000
0.231737127985
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002Y400
36000.00000000
NS
USD
609120.00000000
0.537977087633
Long
EP
CORP
US
N
1
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
490000.00000000
PA
USD
437692.50000000
0.386571671311
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
300000.00000000
PA
USD
303000.00000000
0.267610745916
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
640000.00000000
PA
USD
493414.40000000
0.435785464125
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638406
17300.00000000
NS
USD
228187.00000000
0.201535621381
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150773
29880.00000000
NS
USD
738334.80000000
0.652100087671
Long
EP
CORP
US
N
1
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings Inc
299808AE5
1031000.00000000
PA
USD
876788.18000000
0.774382636504
Long
DBT
CORP
US
N
2
2037-05-15
Floating
7.70571000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V407
72808.00000000
NS
USD
1799085.68000000
1.588959276545
Long
EP
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BF1
520000.00000000
PA
USD
481975.00000000
0.425682142783
Long
DBT
CORP
US
N
2
N/A
Fixed
6.20000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
2704000.00000000
PA
USD
3522852.32000000
3.111396492113
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAG3
480000.00000000
PA
USD
431400.22000000
0.381014305818
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
5.87500000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224Q305
25300.00000000
NS
USD
451352.00000000
0.398635793369
Long
EP
CORP
US
N
1
N
N
N
NY COMMUNITY BANCORP INC
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
162500.00000000
NS
USD
3540875.00000000
3.127314191249
Long
EP
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
3430000.00000000
PA
USD
3101514.87000000
2.739269662815
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBN9
650000.00000000
PA
USD
425311.28000000
0.375636530982
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
625000.00000000
PA
USD
531781.25000000
0.469671211145
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
1245000.00000000
PA
USD
1068610.69000000
0.943801002791
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
11102AAG6
670000.00000000
PA
USD
542535.85000000
0.479169714538
Long
DBT
CORP
GB
N
2
2081-11-23
Fixed
4.87500000
N
N
N
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
500000.00000000
PA
USD
430956.28000000
0.380622216331
Long
DBT
CORP
AU
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967358
60796.00000000
NS
USD
1556377.60000000
1.374598582390
Long
EP
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
1270000.00000000
PA
USD
1018774.95000000
0.899785888749
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E301
11200.00000000
NS
USD
169120.00000000
0.149367423595
Long
EP
CORP
US
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
270000.00000000
PA
USD
268293.87000000
0.236958160645
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.87500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
330000.00000000
PA
USD
287100.00000000
0.253567805784
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
SCE TRUST V
N/A
SCE Trust V
78409W201
31470.00000000
NS
USD
708075.00000000
0.625374517871
Long
EP
CORP
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
69411.00000000
NS
USD
1403490.42000000
1.239568046810
Long
EP
CORP
US
N
1
N
N
N
ANNALY CAPITAL MGMT
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710870
3110.00000000
NS
USD
76506.00000000
0.067570388538
Long
EP
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
1500000.00000000
PA
USD
1620143.48000000
1.430916848763
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.17500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
225000.00000000
PA
USD
208788.51000000
0.184402801650
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
12894.00000000
NS
USD
252980.28000000
0.223433140043
Long
EP
CORP
US
N
1
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
Valley National Bancorp
919794305
18528.00000000
NS
USD
395202.24000000
0.349044112984
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
430000.00000000
PA
USD
404360.14000000
0.357132404899
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148B108
38932.00000000
NS
USD
951498.08000000
0.840366702730
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
225.00000000
NS
USD
253464.75000000
0.223861025779
Long
EP
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
300000.00000000
PA
USD
299728.03000000
0.264720929638
Long
DBT
CORP
US
N
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDM8
515000.00000000
PA
USD
436462.50000000
0.385485330659
Long
DBT
CORP
US
N
2
N/A
Fixed
4.35000000
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
Qwest Corp
74913G873
24920.00000000
NS
USD
355359.20000000
0.313854589374
Long
EP
CORP
US
N
1
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
319626305
13600.00000000
NS
USD
269416.00000000
0.237949230105
Long
EP
CORP
US
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J408
20000.00000000
NS
USD
328200.00000000
0.289867481220
Long
EP
CORP
BM
N
1
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857808
36930.00000000
NS
USD
889274.40000000
0.785410513230
Long
EP
CORP
CA
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
275000.00000000
PA
USD
206250.00000000
0.182160780017
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
110000.00000000
PA
USD
99605.00000000
0.087971512696
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
240000.00000000
PA
USD
205200.00000000
0.181233416046
Long
DBT
CORP
US
N
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AV6
280000.00000000
PA
USD
223284.53000000
0.197205741336
Long
DBT
CORP
US
N
2
N/A
Fixed
4.45000000
N
N
N
N
N
N
WESBANCO INC
0001070448
WesBanco Inc
950810705
33900.00000000
NS
USD
765462.00000000
0.676058933303
Long
EP
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
302570AX4
293000.00000000
PA
USD
243650.26000000
0.215192831093
Long
DBT
CORP
US
N
2
2067-06-15
Floating
6.99129000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BF3
1210000.00000000
PA
USD
983125.00000000
0.868299718084
Long
DBT
CORP
US
N
2
N/A
Fixed
7.20000000
N
N
N
N
N
N
PECO ENERGY CAP TRST III
N/A
PECO Energy Capital Trust III
69331VAA4
1500000.00000000
PA
USD
1558893.50000000
1.376820634785
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
7.38000000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630706
20000.00000000
NS
USD
473600.00000000
0.418285311109
Long
EP
CORP
US
N
1
N
N
N
SCE TRUST II
N/A
SCE Trust II
78407R204
121.00000000
NS
USD
2515.59000000
0.002221778601
Long
EP
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
500000.00000000
PA
USD
433498.30000000
0.382867338008
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V506
1400.00000000
NS
USD
34090.00000000
0.030108416925
Long
EP
CORP
US
N
1
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
000000000
23000.00000000
NS
USD
410090.00000000
0.362193038921
Long
EP
CORP
BM
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
175000.00000000
PA
USD
162592.26000000
0.143602098940
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
75968N309
7926.00000000
NS
USD
183407.64000000
0.161986321278
Long
EP
CORP
BM
N
1
N
N
N
TPG RE FINANCE TRUST INC
N/A
TPG RE Finance Trust Inc
87266M206
20500.00000000
NS
USD
355060.00000000
0.313590334802
Long
EP
CORP
US
N
1
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730406
14000.00000000
NS
USD
351680.00000000
0.310605106020
Long
EP
CORP
US
N
1
N
N
N
FULTON FINANCIAL CORP
5493005QLZ6O1BNC0C11
Fulton Financial Corp
360271308
7700.00000000
NS
USD
122969.00000000
0.108606685856
Long
EP
CORP
US
N
1
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
1290000.00000000
PA
USD
1202159.28000000
1.061751622547
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
89832QAE9
825000.00000000
PA
USD
767250.00000000
0.677638101665
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
56200.00000000
NS
USD
1392074.00000000
1.229485021490
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
362782.80000000
0.320411140969
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
DIME COMMUNITY BANCSHARE
0002487650
Dime Community Bancshares Inc
25432X201
27000.00000000
NS
USD
383670.00000000
0.338858795003
Long
EP
CORP
US
N
1
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C720
7500.00000000
NS
USD
36.75000000
0.000032457738
Long
EP
CORP
US
N
1
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
130000.00000000
PA
USD
114468.25000000
0.101098791307
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAV5
1650000.00000000
PA
USD
1520669.88000000
1.343061389043
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
550000.00000000
PA
USD
483295.16000000
0.426848113087
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
700000.00000000
PA
USD
717500.00000000
0.633698713516
Long
DBT
CORP
US
N
2
2051-02-17
Fixed
7.00000000
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
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
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055HAB9
1550000.00000000
PA
USD
1516287.98000000
1.339191278391
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74728GAE0
475000.00000000
PA
USD
449864.83000000
0.397322319201
Long
DBT
CORP
AU
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
1030000.00000000
PA
USD
970917.66000000
0.857518149229
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
419000.00000000
PA
USD
409907.70000000
0.362032030871
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
BANK OF HAWAII CORP
5493006Q8BQ8AD8M2U33
Bank of Hawaii Corp
062545207
3000.00000000
NS
USD
47850.00000000
0.042261300964
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
660000.00000000
PA
USD
632368.44000000
0.558510197764
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
800000.00000000
PA
USD
980000.00000000
0.865539706265
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
275000.00000000
PA
USD
248230.07000000
0.219237736606
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
WASHINGTON FEDERAL INC
0003065617
Washington Federal Inc
938824307
17000.00000000
NS
USD
246160.00000000
0.217409442953
Long
EP
CORP
US
N
1
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AH8
900000.00000000
PA
USD
722448.00000000
0.638068805829
Long
DBT
CORP
CA
N
2
2082-01-18
Fixed
4.75000000
N
N
N
N
N
N
UNIVERSAL INSURANCE HLDS
529900GGAZ6WVUCWQM46
Universal Insurance Holdings Inc
91359VAC1
340000.00000000
PA
USD
303222.19000000
0.267806984965
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
5.62500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BK7
725000.00000000
PA
USD
709176.88000000
0.626347702454
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
N
LEHMAN BROS HLDG-ESCROW
N/A
LEHMAN BROS HLDG-ESCROW
000000000
45800.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
N/A
N
N
N
AXIS CAPITAL HLDGS LTD
N/A
Axis Capital Holdings Ltd
05461T305
15962.00000000
NS
USD
339990.60000000
0.300280983731
Long
EP
CORP
BM
N
1
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
42000.00000000
NS
USD
911400.00000000
0.804951926827
Long
EP
CORP
BM
N
1
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
400000.00000000
PA
USD
332470.03000000
0.293638787865
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.75000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
2200000.00000000
PA
USD
1796923.48000000
1.587049613328
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
139104.00000000
NS
USD
3427522.56000000
3.027200887553
Long
EP
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473P881
28000.00000000
NS
USD
694400.00000000
0.613296706154
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
325000.00000000
PA
USD
230656.85000000
0.203717002242
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746465
34400.00000000
NS
USD
857592.00000000
0.757428497730
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
2075000.00000000
PA
USD
2054768.75000000
1.814779530938
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FU2
580000.00000000
PA
USD
577100.00000000
0.509696902536
Long
DBT
CORP
US
N
2
N/A
Floating
9.49814000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
200000.00000000
PA
USD
171740.00000000
0.151681417504
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
3350000.00000000
PA
USD
3932447.75000000
3.473152724939
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74737EAA2
3634000.00000000
PA
USD
3640575.00000000
3.215369608305
Long
DBT
CORP
AU
N
2
2043-11-24
Fixed
7.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
820000.00000000
PA
USD
611613.79000000
0.540179612392
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
325000.00000000
PA
USD
215670.00000000
0.190480559643
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923850
53931.00000000
NS
USD
1010666.94000000
0.892624863653
Long
EP
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AD0
275000.00000000
PA
USD
193968.02000000
0.171313288832
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAB3
550000.00000000
PA
USD
437800.00000000
0.386666615717
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
600000.00000000
PA
USD
556901.06000000
0.491857122338
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
420000.00000000
PA
USD
340317.60000000
0.300569791368
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A107
9900.00000000
NS
USD
236709.00000000
0.209062284010
Long
EP
CORP
BM
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
650000.00000000
PA
USD
569806.25000000
0.503255034952
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAA8
300000.00000000
PA
USD
299130.00000000
0.264192747280
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AK2
3630000.00000000
PA
USD
3322248.60000000
2.934222527945
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676503
47000.00000000
NS
USD
1069250.00000000
0.944365643800
Long
EP
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
13085.00000000
NS
USD
257905.35000000
0.227782980493
Long
EP
CORP
US
N
1
N
N
N
SIGNATURE BANK NEW YORK
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G203
44000.00000000
NS
USD
396.00000000
0.000349748697
Long
EP
CORP
US
N
1
N
N
N
MERCHANTS BANCORP
54930008Y0GPVLF81889
Merchants Bancorp/IN
58844R603
14000.00000000
NS
USD
271740.00000000
0.240001795694
Long
EP
CORP
US
N
1
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
400000.00000000
PA
USD
308431.60000000
0.272407955578
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
700000.00000000
PA
USD
502073.20000000
0.443432949032
Long
DBT
CORP
FR
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAA6
910000.00000000
PA
USD
607425.00000000
0.536480057223
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
000000000
83000.00000000
NS
USD
1731380.00000000
1.529161363913
Long
EP
CORP
BM
N
1
N
N
N
ACE CAPITAL TRUST II
N/A
ACE Capital Trust II
00440FAA2
1127000.00000000
PA
USD
1348004.70000000
1.190562849064
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
950000.00000000
PA
USD
771626.07000000
0.681503063239
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
0004254959
MetLife Capital Trust IV
591560AA5
350000.00000000
PA
USD
366219.78000000
0.323446694704
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
1710000.00000000
PA
USD
1558237.50000000
1.376241253104
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
700000.00000000
PA
USD
532778.78000000
0.470552233414
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
415000.00000000
PA
USD
389063.36000000
0.343622230952
Long
DBT
USGA
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
425000.00000000
PA
USD
354917.50000000
0.313464478263
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
300000.00000000
PA
USD
235875.00000000
0.208325692056
Long
DBT
CORP
FR
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
DELPHI FINANCIAL GROUP
5493001NGT0EEYMZG011
Delphi Financial Group Inc
247131303
129700.00000000
NS
USD
2999312.50000000
2.649004143112
Long
EP
CORP
US
N
2
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AU1
790000.00000000
PA
USD
600084.00000000
0.529996458260
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP506
8627.00000000
NS
USD
188672.49000000
0.166636256709
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
300000.00000000
PA
USD
243803.96000000
0.215328579515
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
2102000.00000000
PA
USD
2084938.97000000
1.841425983343
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.35000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610204
34400.00000000
NS
USD
746480.00000000
0.659293959115
Long
EP
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
580000.00000000
PA
USD
451299.55000000
0.398589469331
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351885
41400.00000000
NS
USD
1060254.00000000
0.936420342578
Long
EP
CORP
US
N
1
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
63135.00000000
NS
USD
1277221.05000000
1.128046461687
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967341
115370.00000000
NS
USD
2898094.40000000
2.559607934394
Long
EP
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
960000.00000000
PA
USD
682296.00000000
0.602606407577
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
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2023-07-18
Flaherty & Crumrine Preferred & Income Opportunity Fund Inc
Bradford Stone
Bradford Stone
Chief Financial Officer, Treasurer and Vice President